-84.6%
FLNC vs SWK
-21.0%
-63.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.4% | +0.5% |
| 7D | +3.6% | +10.7% | -7.0% | -3.1% |
| 30D | -27.3% | +33.3% | -60.7% | -40.6% |
| 3M | -59.1% | +14.7% | -73.7% | -62.9% |
| 6M | -77.6% | +48.5% | -126.2% | -83.0% |
| YTD | -72.7% | +63.9% | -136.6% | -81.2% |
| 1Y | -74.0% | +80.4% | -154.4% | -83.3% |
| 3Y | -69.6% | +58.1% | -127.7% | -78.9% |
| 5Y | -85.2% | -24.5% | -60.7% | -84.9% |
| All | -84.6% | -21.0% | -63.6% | -84.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling