-94.4%
FRMI vs SWK
+63.2%
-157.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.5% | -0.7% | +18.2% | +17.7% |
| 7D | -0.5% | -2.3% | +1.7% | +0.2% |
| 30D | -44.3% | +30.4% | -74.7% | -49.1% |
| 3M | -74.6% | +12.1% | -86.7% | -75.6% |
| 6M | -66.3% | +49.1% | -115.4% | -69.5% |
| YTD | -77.4% | +60.4% | -137.8% | -79.4% |
| 1Y | -91.7% | +78.3% | -170.1% | -92.0% |
| All | -94.4% | +63.2% | -157.6% | -94.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling