-0.6%
SWKS vs FGI
+2.3%
-2.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.0% | -2.1% |
| 7D | -9.2% | -11.6% | +2.4% | -9.1% |
| 30D | -1.9% | -3.3% | +1.4% | -1.9% |
| 3M | +21.2% | +65.6% | -44.3% | +21.3% |
| 6M | +12.9% | -2.8% | +15.7% | +12.8% |
| YTD | +30.7% | +30.1% | +0.6% | +31.1% |
| 1Y | +14.1% | +50.2% | -36.0% | +14.7% |
| All | -0.6% | +2.3% | -2.9% | +4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling