+386.0%
FLEX vs SWK
-25.4%
+411.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.6% | -11.0% | -12.5% |
| 7D | -28.3% | +11.3% | -39.6% | -32.2% |
| 30D | -45.0% | +28.1% | -73.1% | -51.4% |
| 3M | -45.2% | +12.6% | -57.8% | -48.8% |
| 6M | -30.8% | +51.7% | -82.5% | -43.2% |
| YTD | +10.4% | +60.0% | -49.5% | -12.1% |
| 1Y | +2.3% | +72.7% | -70.4% | -21.2% |
| 3Y | +238.9% | +46.3% | +192.6% | +167.1% |
| 5Y | +386.0% | -24.6% | +410.6% | +381.2% |
| All | +386.0% | -25.4% | +411.4% | +381.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling