+195.8%
SWKS vs FLR
+482.5%
-286.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.1% | +0.2% |
| 7D | -6.2% | -0.8% | -5.3% | -6.0% |
| 30D | -1.5% | -9.1% | +7.6% | +1.3% |
| 3M | +23.0% | -4.7% | +27.6% | +23.9% |
| 6M | +27.6% | -14.2% | +41.8% | +31.6% |
| YTD | +32.3% | +17.3% | +15.0% | +22.3% |
| 1Y | +20.1% | +4.3% | +15.9% | +15.1% |
| 3Y | +0.6% | +30.7% | -30.1% | -15.3% |
| 5Y | -42.3% | +101.3% | -143.6% | -59.4% |
| 10Y | +35.9% | +12.4% | +23.6% | -11.8% |
| All | +195.8% | +482.5% | -286.7% | -30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling