+50.0%
SWK vs FLR
+23.3%
+26.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.5% | +2.9% | -1.2% |
| 7D | +11.3% | -5.4% | +16.7% | +12.8% |
| 30D | +28.1% | -13.5% | +41.6% | +32.7% |
| 3M | +12.6% | -10.8% | +23.4% | +14.8% |
| 6M | +51.7% | -15.1% | +66.8% | +55.4% |
| YTD | +60.0% | +13.5% | +46.5% | +50.6% |
| 1Y | +72.7% | -5.1% | +77.8% | +70.3% |
| All | +50.0% | +23.3% | +26.7% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling