+575.3%
FAST vs SWKS
+33.1%
+542.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | +2.1% | -6.2% | +8.2% | +3.7% |
| 30D | +6.9% | -1.5% | +8.4% | +7.1% |
| 3M | +4.8% | +23.0% | -18.1% | -2.2% |
| 6M | +19.8% | +27.6% | -7.8% | +8.9% |
| YTD | +34.9% | +32.3% | +2.6% | +20.0% |
| 1Y | +32.8% | +20.1% | +12.7% | +21.4% |
| 3Y | +93.7% | +0.6% | +93.1% | +75.7% |
| 5Y | +105.3% | -42.3% | +147.6% | +116.9% |
| All | +575.3% | +33.1% | +542.2% | +405.6% |
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