-32.8%
FPS vs SWK
+43.0%
-75.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.4% | +7.3% | +7.1% |
| 7D | -24.5% | +11.0% | -35.6% | -28.1% |
| 30D | -52.1% | +30.1% | -82.1% | -59.5% |
| 3M | -48.4% | +14.7% | -63.0% | -52.0% |
| 6M | -54.4% | +44.5% | -98.9% | -63.8% |
| All | -32.8% | +43.0% | -75.9% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 1y: compounded portfolio wealth divided by compounded SWK 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…
1y analysis · Full analysis span regression · 6 months rolling