+32.1%
SWKS vs FLUT
-26.3%
+58.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.4% |
| 7D | -6.2% | -1.1% | -5.1% | -6.1% |
| 30D | -1.5% | +7.7% | -9.2% | -2.8% |
| 3M | +23.0% | -12.2% | +35.1% | +24.6% |
| 6M | +27.6% | -17.6% | +45.2% | +29.4% |
| YTD | +32.3% | -62.0% | +94.3% | +51.9% |
| 1Y | +20.1% | -62.3% | +82.4% | +37.8% |
| 3Y | +0.6% | -52.0% | +52.6% | +9.7% |
| 5Y | -42.3% | -51.8% | +9.5% | -39.4% |
| All | +32.1% | -26.3% | +58.4% | +49.1% |
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