+499.9%
FAST vs SWK
+2.4%
+497.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.4% |
| 7D | -0.4% | -0.4% | +0.1% | -0.2% |
| 30D | -0.8% | -5.7% | +4.9% | +1.3% |
| 3M | +5.8% | +24.1% | -18.3% | -2.6% |
| 6M | +8.0% | +24.7% | -16.7% | -1.2% |
| YTD | +25.6% | +33.9% | -8.3% | +11.8% |
| 1Y | +0.8% | +34.7% | -33.9% | -11.1% |
| 3Y | +86.1% | +15.3% | +70.8% | +65.7% |
| 5Y | +100.2% | -39.3% | +139.5% | +124.0% |
| All | +499.9% | +2.4% | +497.4% | +376.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling