+25.9%
SWKS vs FLUT
-9.7%
+35.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.7% | +3.9% |
| 7D | +12.5% | -1.6% | +14.2% | +12.8% |
| 30D | +10.5% | +7.7% | +2.7% | +9.1% |
| 3M | -7.4% | -0.7% | -6.7% | -8.0% |
| 6M | +32.7% | -11.2% | +43.8% | +33.7% |
| YTD | +19.2% | -53.4% | +72.6% | +33.3% |
| 1Y | +2.4% | -65.8% | +68.1% | +20.0% |
| 3Y | -25.6% | -44.9% | +19.3% | -20.4% |
| 5Y | -53.4% | -49.7% | -3.7% | -51.8% |
| All | +25.9% | -9.7% | +35.6% | +38.0% |
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