+166.4%
SWKS vs FLR
+603.8%
-437.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.9% | +4.3% |
| 7D | +12.5% | +5.4% | +7.1% | +10.6% |
| 30D | +10.5% | +11.4% | -0.9% | +6.2% |
| 3M | -7.4% | +11.4% | -18.8% | -11.1% |
| 6M | +32.7% | +16.6% | +16.0% | +23.8% |
| YTD | +19.2% | +41.7% | -22.5% | +4.0% |
| 1Y | +2.4% | +35.4% | -33.0% | -9.6% |
| 3Y | -25.6% | +57.3% | -82.9% | -40.9% |
| 5Y | -53.4% | +241.0% | -294.4% | -72.6% |
| 10Y | +23.2% | +16.6% | +6.5% | -19.7% |
| All | +166.4% | +603.8% | -437.4% | -40.9% |
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