+107.2%
FAST vs SWK
-38.7%
+145.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | -0.4% | -0.4% | +0.1% | -0.3% |
| 30D | -0.8% | -5.7% | +4.9% | +0.8% |
| 3M | +5.8% | +24.1% | -18.3% | -0.9% |
| 6M | +8.0% | +24.7% | -16.7% | +0.6% |
| YTD | +25.6% | +33.9% | -8.3% | +14.7% |
| 1Y | +0.8% | +34.7% | -33.9% | -8.6% |
| 3Y | +86.1% | +15.3% | +70.8% | +70.1% |
| All | +107.2% | -38.7% | +145.9% | +123.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling