-34.7%
SWK vs FGI
-70.4%
+35.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.5% | -6.7% | +0.8% |
| 7D | -0.4% | +0.5% | -1.0% | -0.5% |
| 30D | -5.7% | +65.4% | -71.1% | -7.0% |
| 3M | +24.1% | +23.5% | +0.6% | +22.8% |
| 6M | +24.7% | +60.5% | -35.8% | +22.3% |
| YTD | +33.9% | +30.0% | +3.9% | +31.6% |
| 1Y | +34.7% | +82.1% | -47.4% | +31.8% |
| 3Y | +15.3% | -4.4% | +19.7% | +14.3% |
| All | -34.7% | -70.4% | +35.7% | -34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling