+98.5%
FLEX vs SWK
+37.3%
+61.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.0% |
| 7D | -0.9% | -0.4% | -0.4% | -0.6% |
| 30D | -10.1% | -5.7% | -4.4% | -6.9% |
| 3M | -31.3% | +24.1% | -55.4% | -40.5% |
| 6M | +71.3% | +24.7% | +46.6% | +45.3% |
| YTD | +81.2% | +33.9% | +47.3% | +47.9% |
| 1Y | +98.5% | +34.7% | +63.8% | +57.4% |
| All | +98.5% | +37.3% | +61.1% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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