+565.2%
FLEX vs SWKS
+33.1%
+532.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.2% | +3.4% | +4.0% |
| 7D | -19.3% | -6.2% | -13.2% | -16.4% |
| 30D | -41.5% | -1.5% | -40.0% | -41.0% |
| 3M | -43.1% | +23.0% | -66.1% | -49.8% |
| 6M | -48.2% | +27.6% | -75.8% | -55.6% |
| YTD | +15.5% | +32.3% | -16.8% | -6.9% |
| 1Y | +10.2% | +20.1% | -9.9% | -6.2% |
| 3Y | +256.8% | +0.6% | +256.2% | +207.7% |
| 5Y | +408.2% | -42.3% | +450.5% | +489.3% |
| All | +565.2% | +33.1% | +532.1% | +361.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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