+452.4%
FLEX vs SWK
-25.5%
+477.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.1% |
| 7D | -13.6% | +11.3% | -24.9% | -18.2% |
| 30D | -36.5% | +31.5% | -68.0% | -44.4% |
| 3M | -36.4% | +14.4% | -50.9% | -40.8% |
| 6M | -46.5% | +46.4% | -92.9% | -55.6% |
| YTD | +25.9% | +61.6% | -35.7% | -0.1% |
| 1Y | +19.6% | +78.7% | -59.2% | -9.1% |
| 3Y | +287.0% | +54.4% | +232.6% | +198.7% |
| All | +452.4% | -25.5% | +477.8% | +457.6% |
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