-39.2%
SWKS vs FGI
-70.4%
+31.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.5% | -4.0% | +3.5% |
| 7D | +12.5% | +0.5% | +12.0% | +12.5% |
| 30D | +10.5% | +65.4% | -54.9% | +9.4% |
| 3M | -7.4% | +23.5% | -30.9% | -8.2% |
| 6M | +32.7% | +60.5% | -27.9% | +30.6% |
| YTD | +19.2% | +30.0% | -10.8% | +17.6% |
| 1Y | +2.4% | +82.1% | -79.7% | -0.4% |
| 3Y | -25.6% | -4.4% | -21.2% | -26.3% |
| All | -39.2% | -70.4% | +31.1% | -36.8% |
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 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