+2,151.0%
SWKS vs FLUT
+1,685.4%
+465.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.2% |
| 7D | -9.2% | +4.8% | -14.0% | -9.5% |
| 30D | -1.9% | +8.8% | -10.7% | -2.6% |
| 3M | +21.2% | -10.7% | +31.9% | +21.9% |
| 6M | +12.9% | -19.7% | +32.6% | +14.0% |
| YTD | +30.7% | -61.4% | +92.2% | +39.2% |
| 1Y | +14.1% | -61.6% | +75.8% | +21.5% |
| 3Y | -1.7% | -51.4% | +49.7% | +2.5% |
| 5Y | -43.0% | -51.0% | +8.0% | -41.4% |
| 10Y | +34.3% | -25.2% | +59.5% | +36.1% |
| All | +2,151.0% | +1,685.4% | +465.6% | +2,185.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling