+51.2%
SWK vs FIGR
-41.9%
+93.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.2% | +6.6% | -2.2% |
| 7D | +11.3% | -11.4% | +22.7% | +11.8% |
| 30D | +28.1% | -23.6% | +51.7% | +29.3% |
| 3M | +12.6% | -27.3% | +39.8% | +13.7% |
| 6M | +51.7% | -44.0% | +95.7% | +53.9% |
| YTD | +60.0% | -48.8% | +108.8% | +61.9% |
| 1Y | +72.7% | -46.0% | +118.6% | +74.7% |
| All | +51.2% | -41.9% | +93.1% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling