-43.0%
SWKS vs FICO
+84.1%
-127.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.2% |
| 7D | -9.2% | -0.3% | -8.9% | -9.2% |
| 30D | -1.9% | +1.7% | -3.6% | -2.8% |
| 3M | +21.2% | -35.2% | +56.4% | +30.0% |
| 6M | +12.9% | -33.7% | +46.6% | +18.0% |
| YTD | +30.7% | -58.2% | +88.9% | +54.9% |
| 1Y | +14.1% | -56.6% | +70.7% | +33.1% |
| 3Y | -1.7% | -24.0% | +22.3% | -15.6% |
| 5Y | -43.0% | +86.1% | -129.1% | -66.9% |
| All | -43.0% | +84.1% | -127.1% | -66.9% |
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