+11.2%
SWKS vs FRMI
-93.8%
+104.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +1.1% |
| 7D | -6.2% | -39.8% | +33.7% | -4.4% |
| 30D | -1.5% | -60.5% | +59.0% | +1.6% |
| 3M | +23.0% | -74.6% | +97.6% | +28.0% |
| 6M | +27.6% | -71.8% | +99.4% | +32.2% |
| YTD | +32.3% | -80.4% | +112.7% | +37.6% |
| 1Y | +20.1% | -93.9% | +114.0% | +29.2% |
| All | +11.2% | -93.8% | +104.9% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling