-26.3%
FLUT vs SWK
+29.6%
-55.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.5% |
| 7D | -1.1% | +11.0% | -12.1% | -3.4% |
| 30D | +7.7% | +30.1% | -22.3% | +1.9% |
| 3M | -12.2% | +14.7% | -26.8% | -14.7% |
| 6M | -17.6% | +44.5% | -62.1% | -24.0% |
| YTD | -62.0% | +59.4% | -121.4% | -65.9% |
| 1Y | -62.3% | +77.5% | -139.8% | -66.8% |
| 3Y | -52.0% | +49.5% | -101.4% | -57.4% |
| 5Y | -51.8% | -24.9% | -26.9% | -54.0% |
| All | -26.3% | +29.6% | -55.9% | -29.4% |
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 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