-52.0%
FLUT vs SWK
+46.0%
-97.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.4% |
| 7D | -1.1% | +11.0% | -12.1% | -3.7% |
| 30D | +7.7% | +30.1% | -22.3% | +1.0% |
| 3M | -12.2% | +14.7% | -26.8% | -15.2% |
| 6M | -17.6% | +44.5% | -62.1% | -25.0% |
| YTD | -62.0% | +59.4% | -121.4% | -66.6% |
| 1Y | -62.3% | +77.5% | -139.8% | -67.8% |
| 3Y | -52.0% | +49.5% | -101.4% | -61.6% |
| All | -52.0% | +46.0% | -97.9% | -61.6% |
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 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