-25.3%
SWK vs FLR
+93.7%
-118.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -1.2% |
| 7D | +11.0% | -0.8% | +11.8% | +11.1% |
| 30D | +30.1% | -9.1% | +39.2% | +33.0% |
| 3M | +14.7% | -4.7% | +19.3% | +14.9% |
| 6M | +44.5% | -14.2% | +58.7% | +47.7% |
| YTD | +59.4% | +17.3% | +42.1% | +48.9% |
| 1Y | +77.5% | +4.3% | +73.3% | +70.9% |
| 3Y | +49.5% | +30.7% | +18.7% | +25.1% |
| All | -25.3% | +93.7% | -118.9% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling