+2,054.3%
FLUT vs SWK
+463.4%
+1,590.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.3% |
| 7D | -1.6% | -0.4% | -1.2% | -1.6% |
| 30D | +7.7% | -5.7% | +13.5% | +8.6% |
| 3M | -0.7% | +24.1% | -24.8% | -3.6% |
| 6M | -11.2% | +24.7% | -35.9% | -14.0% |
| YTD | -53.4% | +33.9% | -87.4% | -55.4% |
| 1Y | -65.8% | +34.7% | -100.4% | -67.3% |
| 3Y | -44.9% | +15.3% | -60.2% | -47.1% |
| 5Y | -49.7% | -39.3% | -10.4% | -49.8% |
| 10Y | -9.7% | +2.5% | -12.2% | -13.9% |
| All | +2,054.3% | +463.4% | +1,590.9% | +1,844.1% |
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