+46.0%
SWKS vs FLUT
-22.9%
+68.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.6% | +2.3% | +5.4% |
| 7D | +5.7% | +4.5% | +1.2% | +5.0% |
| 30D | +17.3% | +9.2% | +8.1% | +15.7% |
| 3M | +28.3% | -13.7% | +41.9% | +30.4% |
| 6M | +26.1% | -9.0% | +35.1% | +26.0% |
| YTD | +41.1% | -60.2% | +101.3% | +61.0% |
| 1Y | +31.4% | -63.1% | +94.5% | +51.5% |
| 3Y | +7.3% | -42.5% | +49.7% | +14.1% |
| 5Y | -37.7% | -47.6% | +9.9% | -35.2% |
| 10Y | +46.0% | -22.9% | +68.9% | +64.2% |
| All | +46.0% | -22.9% | +68.9% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 10y: compounded portfolio wealth divided by compounded FLUT 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…
10y analysis · Full analysis span regression · 6 months rolling