-22.0%
SWK vs FGI
-70.3%
+48.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +11.3% | -11.6% | +22.8% | +11.4% |
| 30D | +28.1% | -3.3% | +31.4% | +28.1% |
| 3M | +12.6% | +65.6% | -53.0% | +11.0% |
| 6M | +51.7% | -2.8% | +54.5% | +50.5% |
| YTD | +60.0% | +30.1% | +29.8% | +57.0% |
| 1Y | +72.7% | +50.2% | +22.5% | +69.2% |
| 3Y | +46.3% | -0.4% | +46.7% | +44.8% |
| All | -22.0% | -70.3% | +48.3% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 5y: compounded portfolio wealth divided by compounded FGI 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…
5y analysis · Full analysis span regression · 6 months rolling