+8,981.9%
SWKS vs FICO
+78,251.7%
-69,269.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.3% | -2.0% |
| 7D | -4.9% | +0.4% | -5.3% | -5.1% |
| 30D | -1.2% | +1.7% | -2.8% | -2.4% |
| 3M | +24.2% | -33.0% | +57.2% | +33.8% |
| 6M | +21.5% | -33.9% | +55.3% | +29.2% |
| YTD | +33.5% | -58.5% | +92.0% | +59.7% |
| 1Y | +18.9% | -56.4% | +75.3% | +39.7% |
| 3Y | +0.4% | -24.7% | +25.0% | -4.0% |
| 5Y | -44.3% | +83.1% | -127.4% | -60.0% |
| 10Y | +37.1% | +517.2% | -480.1% | -29.1% |
| All | +8,981.9% | +78,251.7% | -69,269.8% | +1,898.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling