+565.2%
FLEX vs SWK
+29.6%
+535.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +4.9% | +4.8% |
| 7D | -19.3% | +11.0% | -30.3% | -25.2% |
| 30D | -41.5% | +30.1% | -71.6% | -50.8% |
| 3M | -43.1% | +14.7% | -57.8% | -48.6% |
| 6M | -48.2% | +44.5% | -92.7% | -59.2% |
| YTD | +15.5% | +59.4% | -43.9% | -14.6% |
| 1Y | +10.2% | +77.5% | -67.3% | -23.5% |
| 3Y | +256.8% | +49.5% | +207.3% | +155.0% |
| 5Y | +408.2% | -24.9% | +433.1% | +438.1% |
| All | +565.2% | +29.6% | +535.6% | +369.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling