-53.0%
SWKS vs FICO
+99.8%
-152.8%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -16.7% | +20.2% | +7.6% |
| 7D | +12.5% | -19.2% | +31.7% | +17.8% |
| 30D | +10.5% | -14.6% | +25.1% | +13.8% |
| 3M | -7.4% | -20.1% | +12.7% | -4.3% |
| 6M | +32.7% | -36.3% | +69.0% | +44.6% |
| YTD | +19.2% | -44.9% | +64.0% | +35.6% |
| 1Y | +2.4% | -38.6% | +41.0% | +10.3% |
| 3Y | -25.6% | +4.0% | -29.6% | -39.7% |
| All | -53.0% | +99.8% | -152.8% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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