-25.2%
SWKS vs FLR
+58.4%
-83.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.9% | +4.2% |
| 7D | +12.5% | +5.4% | +7.1% | +10.8% |
| 30D | +10.5% | +11.4% | -0.9% | +6.7% |
| 3M | -7.4% | +11.4% | -18.8% | -10.7% |
| 6M | +32.7% | +16.6% | +16.0% | +24.8% |
| YTD | +19.2% | +41.7% | -22.5% | +5.2% |
| 1Y | +2.4% | +35.4% | -33.0% | -8.4% |
| All | -25.2% | +58.4% | -83.7% | -44.7% |
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