+536.1%
FLEX vs SWKS
+31.5%
+504.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.1% | -11.5% | -12.6% |
| 7D | -28.3% | -9.2% | -19.1% | -24.5% |
| 30D | -45.0% | -1.9% | -43.1% | -44.4% |
| 3M | -45.2% | +21.2% | -66.5% | -51.4% |
| 6M | -30.8% | +12.9% | -43.7% | -38.0% |
| YTD | +10.4% | +30.7% | -20.3% | -10.4% |
| 1Y | +2.3% | +14.1% | -11.9% | -10.5% |
| 3Y | +238.9% | -1.7% | +240.6% | +196.0% |
| 5Y | +386.0% | -43.0% | +429.0% | +466.8% |
| All | +536.1% | +31.5% | +504.6% | +344.1% |
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