+3.3%
SWK vs FLR
+16.7%
-13.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.4% |
| 7D | -0.4% | +5.4% | -5.9% | -1.7% |
| 30D | -5.7% | +11.4% | -17.1% | -8.6% |
| 3M | +24.1% | +11.4% | +12.7% | +20.0% |
| 6M | +24.7% | +16.6% | +8.1% | +18.7% |
| YTD | +33.9% | +41.7% | -7.8% | +21.5% |
| 1Y | +34.7% | +35.4% | -0.7% | +22.9% |
| 3Y | +15.3% | +57.3% | -42.0% | -2.3% |
| 5Y | -39.3% | +241.0% | -280.3% | -58.1% |
| All | +3.3% | +16.7% | -13.4% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling