+31.6%
FAST vs SWK
+87.6%
-56.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +13.1% | -11.4% | -2.3% |
| 7D | +3.4% | +17.9% | -14.5% | -2.0% |
| 30D | +5.5% | +31.9% | -26.4% | -3.7% |
| 3M | +7.6% | +16.6% | -9.0% | +2.3% |
| 6M | +19.8% | +61.1% | -41.3% | +1.1% |
| YTD | +35.5% | +64.2% | -28.8% | +13.3% |
| 1Y | +31.6% | +85.2% | -53.6% | +5.6% |
| All | +31.6% | +87.6% | -56.0% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 1y: compounded portfolio wealth divided by compounded SWK 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…
1y analysis · Full analysis span regression · 6 months rolling