+663.2%
FLEX vs SWK
-38.7%
+702.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.1% |
| 7D | -0.9% | -0.4% | -0.4% | -0.7% |
| 30D | -10.1% | -5.7% | -4.4% | -7.8% |
| 3M | -31.3% | +24.1% | -55.4% | -37.9% |
| 6M | +71.3% | +24.7% | +46.6% | +55.0% |
| YTD | +81.2% | +33.9% | +47.3% | +58.2% |
| 1Y | +98.5% | +34.7% | +63.8% | +72.1% |
| 3Y | +428.2% | +15.3% | +413.0% | +367.4% |
| All | +663.2% | -38.7% | +702.0% | +723.6% |
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