-63.2%
FLUT vs SWK
+87.6%
-150.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +13.1% | -15.4% | -4.5% |
| 7D | +4.2% | +17.9% | -13.7% | +1.1% |
| 30D | +8.0% | +31.9% | -23.9% | +2.7% |
| 3M | -22.1% | +16.6% | -38.6% | -24.7% |
| 6M | -21.7% | +61.1% | -82.8% | -28.3% |
| YTD | -62.0% | +64.2% | -126.2% | -65.7% |
| 1Y | -63.2% | +85.2% | -148.4% | -68.2% |
| All | -63.2% | +87.6% | -150.8% | -68.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling