+499.9%
FAST vs SWKS
+23.7%
+476.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.8% | -0.2% |
| 7D | -0.4% | +12.5% | -12.9% | -3.7% |
| 30D | -0.8% | +10.5% | -11.3% | -3.7% |
| 3M | +5.8% | -7.4% | +13.1% | +7.1% |
| 6M | +8.0% | +32.7% | -24.7% | -2.8% |
| YTD | +25.6% | +19.2% | +6.5% | +16.3% |
| 1Y | +0.8% | +2.4% | -1.6% | -3.2% |
| 3Y | +86.1% | -25.6% | +111.7% | +87.4% |
| 5Y | +100.2% | -53.4% | +153.6% | +128.3% |
| All | +499.9% | +23.7% | +476.1% | +344.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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