-51.1%
FLUT vs SWK
-38.7%
-12.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.5% |
| 3M | -0.7% | +24.1% | -24.8% | -7.2% |
| 6M | -11.2% | +24.7% | -35.9% | -17.6% |
| YTD | -53.4% | +33.9% | -87.4% | -57.9% |
| 1Y | -65.8% | +34.7% | -100.4% | -69.2% |
| 3Y | -44.9% | +15.3% | -60.2% | -50.4% |
| All | -51.1% | -38.7% | -12.3% | -50.5% |
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 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