-84.3%
FRMI vs SWK
+36.2%
-120.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.9% | +4.5% | +5.0% |
| 7D | +2.4% | -0.4% | +2.8% | +2.6% |
| 30D | -17.3% | -5.7% | -11.6% | -15.6% |
| 3M | -17.2% | +24.1% | -41.2% | -20.1% |
| 6M | -43.4% | +24.7% | -68.1% | -45.7% |
| YTD | -36.0% | +33.9% | -69.9% | -38.0% |
| All | -84.3% | +36.2% | -120.5% | -84.5% |
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