-51.0%
FLUT vs SWK
-25.4%
-25.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +2.2% |
| 7D | +4.8% | +11.3% | -6.5% | +1.3% |
| 30D | +8.8% | +28.1% | -19.3% | +1.1% |
| 3M | -10.7% | +12.6% | -23.3% | -14.0% |
| 6M | -19.7% | +51.7% | -71.4% | -29.5% |
| YTD | -61.4% | +60.0% | -121.4% | -67.0% |
| 1Y | -61.6% | +72.7% | -134.3% | -68.0% |
| 3Y | -51.4% | +46.3% | -97.7% | -59.4% |
| 5Y | -51.0% | -24.6% | -26.4% | -52.2% |
| All | -51.0% | -25.4% | -25.6% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling