+0.6%
SWKS vs FLR
+27.4%
-26.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.1% | +0.3% |
| 7D | -6.2% | -0.8% | -5.3% | -6.0% |
| 30D | -1.5% | -9.1% | +7.6% | +1.0% |
| 3M | +23.0% | -4.7% | +27.6% | +23.8% |
| 6M | +27.6% | -14.2% | +41.8% | +31.2% |
| YTD | +32.3% | +17.3% | +15.0% | +23.2% |
| 1Y | +20.1% | +4.3% | +15.9% | +15.6% |
| 3Y | +0.6% | +30.7% | -30.1% | -22.0% |
| All | +0.6% | +27.4% | -26.8% | -22.0% |
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