-19.9%
SWK vs FGI
-70.3%
+50.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -5.0% | +18.1% | +13.2% |
| 7D | +17.9% | +3.3% | +14.6% | +17.8% |
| 30D | +31.9% | -2.0% | +34.0% | +31.9% |
| 3M | +16.6% | +60.3% | -43.7% | +15.0% |
| 6M | +61.1% | +0.7% | +60.4% | +59.8% |
| YTD | +64.2% | +30.2% | +34.0% | +61.2% |
| 1Y | +85.2% | +44.4% | +40.9% | +81.5% |
| 3Y | +50.2% | -0.4% | +50.6% | +48.6% |
| All | -19.9% | -70.3% | +50.4% | -20.2% |
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