+574.2%
FAST vs SWKS
+31.5%
+542.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | 0.0% |
| 7D | +0.7% | -9.2% | +9.9% | +3.2% |
| 30D | +4.6% | -1.9% | +6.5% | +4.9% |
| 3M | +6.4% | +21.2% | -14.9% | -0.4% |
| 6M | +20.6% | +12.9% | +7.7% | +13.3% |
| YTD | +34.7% | +30.7% | +3.9% | +20.2% |
| 1Y | +29.7% | +14.1% | +15.5% | +20.3% |
| 3Y | +89.9% | -1.7% | +91.6% | +73.5% |
| 5Y | +105.0% | -43.0% | +148.0% | +117.2% |
| All | +574.2% | +31.5% | +542.7% | +406.4% |
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