+536.1%
FLEX vs SWK
+30.0%
+506.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.6% | -11.0% | -12.2% |
| 7D | -28.3% | +11.3% | -39.6% | -33.6% |
| 30D | -45.0% | +28.1% | -73.1% | -53.3% |
| 3M | -45.2% | +12.6% | -57.8% | -50.0% |
| 6M | -30.8% | +51.7% | -82.5% | -46.7% |
| YTD | +10.4% | +60.0% | -49.5% | -18.5% |
| 1Y | +2.3% | +72.7% | -70.4% | -27.9% |
| 3Y | +238.9% | +46.3% | +192.6% | +145.4% |
| 5Y | +386.0% | -24.6% | +410.6% | +413.6% |
| All | +536.1% | +30.0% | +506.1% | +348.1% |
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