+32.8%
FAST vs SWK
+71.2%
-38.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | +2.1% | +11.0% | -9.0% | -1.4% |
| 30D | +6.9% | +30.1% | -23.2% | -2.0% |
| 3M | +4.8% | +14.7% | -9.8% | +0.2% |
| 6M | +19.8% | +44.5% | -24.7% | +5.2% |
| YTD | +34.9% | +59.4% | -24.5% | +14.1% |
| 1Y | +32.8% | +77.5% | -44.7% | +8.6% |
| All | +32.8% | +71.2% | -38.4% | +8.6% |
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