-26.8%
FLUT vs SWK
+18.1%
-44.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -0.7% | -1.4% | +0.7% | -0.4% |
| 30D | +9.3% | +25.5% | -16.2% | +4.1% |
| 3M | -17.5% | +11.8% | -29.3% | -19.5% |
| 6M | -14.6% | +48.7% | -63.3% | -21.7% |
| YTD | -62.3% | +57.2% | -119.5% | -66.0% |
| 1Y | -59.6% | +75.3% | -134.9% | -64.5% |
| 3Y | -45.3% | +51.9% | -97.2% | -51.7% |
| 5Y | -50.4% | -30.7% | -19.7% | -52.2% |
| All | -26.8% | +18.1% | -44.9% | -28.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling