-43.9%
SWKS vs FLNC
-85.3%
+41.4%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.1% | +8.9% | +1.1% |
| 7D | -3.1% | -10.7% | +7.6% | -2.0% |
| 30D | +8.3% | -33.9% | +42.2% | +13.8% |
| 3M | +20.2% | -61.2% | +81.4% | +35.1% |
| 6M | +24.9% | -79.7% | +104.6% | +50.1% |
| YTD | +33.2% | -75.2% | +108.3% | +48.4% |
| 1Y | +23.6% | -77.5% | +101.0% | +38.1% |
| 3Y | +1.3% | -71.4% | +72.6% | -8.4% |
| 5Y | -40.6% | -85.6% | +45.0% | -47.4% |
| All | -43.9% | -85.3% | +41.4% | -50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling