+598.2%
FAST vs SWK
+36.2%
+562.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +13.1% | -11.4% | -2.9% |
| 7D | +3.4% | +17.9% | -14.5% | -2.7% |
| 30D | +5.5% | +31.9% | -26.4% | -4.7% |
| 3M | +7.6% | +16.6% | -9.0% | +1.3% |
| 6M | +19.8% | +61.1% | -41.3% | 0.0% |
| YTD | +35.5% | +64.2% | -28.8% | +11.7% |
| 1Y | +31.6% | +85.2% | -53.6% | +3.7% |
| 3Y | +91.0% | +50.2% | +40.8% | +54.2% |
| 5Y | +105.1% | -22.8% | +127.9% | +109.4% |
| 10Y | +598.2% | +35.8% | +562.5% | +399.8% |
| All | +598.2% | +36.2% | +562.0% | +399.8% |
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