+287.0%
FLEX vs SWKS
+4.2%
+282.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.5% | -2.6% |
| 7D | -13.6% | -3.1% | -10.5% | -12.5% |
| 30D | -36.5% | +8.3% | -44.8% | -37.9% |
| 3M | -36.4% | +20.2% | -56.7% | -40.7% |
| 6M | -46.5% | +24.9% | -71.4% | -50.8% |
| YTD | +25.9% | +33.2% | -7.2% | +9.4% |
| 1Y | +19.6% | +23.6% | -4.0% | +7.3% |
| 3Y | +287.0% | +1.3% | +285.8% | +230.6% |
| All | +287.0% | +4.2% | +282.8% | +230.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling