-48.1%
SWKS vs FLNC
-69.8%
+21.7%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -8.3% | +9.9% | +2.7% |
| 7D | +6.8% | -4.2% | +11.0% | +7.3% |
| 30D | +11.3% | -20.0% | +31.3% | +14.5% |
| 3M | +4.1% | -56.9% | +60.9% | +15.8% |
| 6M | +39.7% | -35.5% | +75.2% | +42.1% |
| YTD | +23.2% | -48.8% | +72.1% | +25.7% |
| 1Y | +5.3% | +49.3% | -44.0% | -14.0% |
| 3Y | -15.1% | -61.8% | +46.7% | -24.1% |
| All | -48.1% | -69.8% | +21.7% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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