-93.2%
FRMI vs SWK
+87.6%
-180.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +13.1% | -23.7% | -14.8% |
| 7D | -39.7% | +17.9% | -57.6% | -43.9% |
| 30D | -55.2% | +31.9% | -87.1% | -60.6% |
| 3M | -71.2% | +16.6% | -87.7% | -73.1% |
| 6M | -64.1% | +61.1% | -125.2% | -70.0% |
| YTD | -77.2% | +64.2% | -141.5% | -81.6% |
| 1Y | -93.2% | +85.2% | -178.4% | -94.3% |
| All | -93.2% | +87.6% | -180.8% | -94.3% |
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