+54.9%
SWK vs FIGR
-31.9%
+86.8%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.9% | -5.1% | +2.5% |
| 7D | +10.7% | +12.5% | -1.9% | +10.1% |
| 30D | +33.3% | -14.1% | +47.4% | +33.9% |
| 3M | +14.7% | -14.3% | +29.0% | +15.0% |
| 6M | +48.5% | -34.8% | +83.4% | +49.7% |
| YTD | +63.9% | -40.0% | +103.9% | +64.7% |
| 1Y | +80.4% | -32.9% | +113.3% | +80.3% |
| All | +54.9% | -31.9% | +86.8% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 10y: compounded portfolio wealth divided by compounded FIGR 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…
10y analysis · Full analysis span regression · 6 months rolling