-33.3%
SWKS vs FGI
-70.3%
+37.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +20.0% |
| 6M | +12.9% | -2.8% | +15.7% | +12.2% |
| YTD | +30.7% | +30.1% | +0.6% | +29.0% |
| 1Y | +14.1% | +50.2% | -36.0% | +12.2% |
| 3Y | -1.7% | -0.4% | -1.3% | -2.8% |
| All | -33.3% | -70.3% | +37.0% | -30.7% |
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