+29.7%
FAST vs SWK
+82.9%
-53.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | +0.2% |
| 7D | +0.7% | +11.3% | -10.6% | -2.8% |
| 30D | +4.6% | +28.1% | -23.5% | -3.6% |
| 3M | +6.4% | +12.6% | -6.2% | +2.2% |
| 6M | +20.6% | +51.7% | -31.1% | +3.8% |
| YTD | +34.7% | +60.0% | -25.3% | +13.4% |
| 1Y | +29.7% | +72.7% | -43.0% | +6.1% |
| All | +29.7% | +82.9% | -53.3% | +6.1% |
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