-43.9%
FLUT vs SWK
+15.2%
-59.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.4% |
| 7D | -1.6% | -0.4% | -1.2% | -1.5% |
| 30D | +7.7% | -5.7% | +13.5% | +9.3% |
| 3M | -0.7% | +24.1% | -24.8% | -6.4% |
| 6M | -11.2% | +24.7% | -35.9% | -16.8% |
| YTD | -53.4% | +33.9% | -87.4% | -57.4% |
| 1Y | -65.8% | +34.7% | -100.4% | -68.9% |
| All | -43.9% | +15.2% | -59.0% | -55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling