+14.5%
SWKS vs FIGR
-31.9%
+46.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.9% | -7.1% | +0.4% |
| 7D | -2.7% | +12.5% | -15.3% | -3.3% |
| 30D | +8.5% | -14.1% | +22.6% | +9.0% |
| 3M | +17.3% | -14.3% | +31.6% | +16.6% |
| 6M | +25.1% | -34.8% | +60.0% | +25.6% |
| YTD | +33.3% | -40.0% | +73.3% | +29.5% |
| 1Y | +22.9% | -32.9% | +55.8% | +17.0% |
| All | +14.5% | -31.9% | +46.4% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 10y: compounded portfolio wealth divided by compounded FIGR 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…
10y analysis · Full analysis span regression · 6 months rolling