+1.9%
SWKS vs FRMI
-77.3%
+79.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +11.5% | -9.7% | +1.5% |
| 7D | +11.8% | +23.3% | -11.5% | +11.2% |
| 30D | +6.7% | -7.6% | +14.3% | +6.8% |
| 3M | 0.0% | +0.2% | -0.2% | -0.2% |
| 6M | +38.7% | -28.7% | +67.4% | +39.3% |
| YTD | +21.4% | -28.6% | +50.0% | +21.2% |
| All | +1.9% | -77.3% | +79.2% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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