-25.6%
FLUT vs SWK
+22.7%
-48.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.9% |
| 7D | -1.5% | +11.3% | -12.8% | -3.8% |
| 30D | +3.4% | +31.5% | -28.0% | -2.4% |
| 3M | -12.5% | +14.4% | -26.9% | -15.0% |
| 6M | -18.5% | +46.4% | -64.9% | -25.0% |
| YTD | -61.6% | +61.6% | -123.2% | -65.6% |
| 1Y | -64.1% | +78.7% | -142.8% | -68.5% |
| 3Y | -44.5% | +54.4% | -98.9% | -51.1% |
| 5Y | -51.3% | -25.3% | -26.0% | -53.6% |
| All | -25.6% | +22.7% | -48.3% | -28.6% |
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