+20.8%
SWK vs FLR
+9.0%
+11.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -2.3% | +6.3% | -8.6% | -3.8% |
| 30D | +30.4% | +1.8% | +28.6% | +29.5% |
| 3M | +12.1% | -4.4% | +16.5% | +12.7% |
| 6M | +49.1% | +15.9% | +33.2% | +42.1% |
| YTD | +60.4% | +27.7% | +32.7% | +48.5% |
| 1Y | +78.3% | +11.6% | +66.7% | +70.1% |
| 3Y | +53.3% | +39.9% | +13.4% | +33.1% |
| 5Y | -27.0% | +127.5% | -154.5% | -44.6% |
| 10Y | +20.8% | +11.6% | +9.3% | -5.7% |
| All | +20.8% | +9.0% | +11.8% | -5.7% |
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