-79.1%
FIG vs SWKS
+9.5%
-88.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.5% | -7.9% | -4.9% |
| 7D | -16.3% | +12.5% | -28.8% | -18.1% |
| 30D | -14.3% | +10.5% | -24.8% | -16.0% |
| 3M | +7.2% | -7.4% | +14.5% | +9.4% |
| 6M | -18.6% | +32.7% | -51.3% | -27.7% |
| YTD | -35.5% | +19.2% | -54.6% | -41.2% |
| 1Y | -55.8% | +2.4% | -58.2% | -57.7% |
| All | -79.1% | +9.5% | -88.6% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SWKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling