+1,660.0%
FLUT vs SWK
+590.6%
+1,069.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +13.1% | -15.4% | -4.0% |
| 7D | +4.2% | +17.9% | -13.7% | +1.9% |
| 30D | +8.0% | +31.9% | -23.9% | +4.1% |
| 3M | -22.1% | +16.6% | -38.6% | -23.7% |
| 6M | -21.7% | +61.1% | -82.8% | -26.6% |
| YTD | -62.0% | +64.2% | -126.2% | -64.5% |
| 1Y | -63.2% | +85.2% | -148.4% | -66.2% |
| 3Y | -52.1% | +50.2% | -102.3% | -55.5% |
| 5Y | -52.9% | -22.8% | -30.1% | -54.3% |
| 10Y | -26.2% | +35.8% | -62.0% | -31.8% |
| All | +1,660.0% | +590.6% | +1,069.4% | +1,445.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling