-95.2%
FRMI vs SWK
+62.1%
-157.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | -39.8% | +11.0% | -50.9% | -41.7% |
| 30D | -60.5% | +30.1% | -90.5% | -63.9% |
| 3M | -74.6% | +14.7% | -89.3% | -75.8% |
| 6M | -71.8% | +44.5% | -116.3% | -74.3% |
| YTD | -80.4% | +59.4% | -139.8% | -82.1% |
| 1Y | -93.9% | +77.5% | -171.4% | -94.0% |
| All | -95.2% | +62.1% | -157.3% | -95.5% |
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 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