+22.2%
SWK vs FLR
+7.4%
+14.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | -1.4% | +5.4% | -6.8% | -2.6% |
| 30D | +25.5% | +2.8% | +22.6% | +24.3% |
| 3M | +11.8% | -6.4% | +18.2% | +12.9% |
| 6M | +48.7% | +8.8% | +39.9% | +43.9% |
| YTD | +57.2% | +23.6% | +33.6% | +46.5% |
| 1Y | +75.3% | +13.8% | +61.5% | +66.5% |
| 3Y | +51.9% | +36.5% | +15.5% | +32.6% |
| 5Y | -30.7% | +119.3% | -150.1% | -47.1% |
| All | +22.2% | +7.4% | +14.8% | -5.5% |
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