+24.0%
SWKS vs FRMI
-93.5%
+117.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.2% | +7.1% | +0.2% |
| 7D | -3.1% | -24.3% | +21.2% | -2.1% |
| 30D | +8.3% | -55.1% | +63.4% | +11.3% |
| 3M | +20.2% | -73.8% | +94.0% | +25.1% |
| 6M | +24.9% | -70.6% | +95.5% | +29.5% |
| YTD | +33.2% | -80.8% | +113.9% | +38.5% |
| All | +24.0% | -93.5% | +117.5% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling