-33.9%
FSLY vs SWK
+5.2%
-39.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.4% | +3.3% |
| 7D | -31.4% | +11.0% | -42.5% | -35.6% |
| 30D | -37.3% | +30.1% | -67.4% | -46.4% |
| 3M | -30.1% | +14.7% | -44.8% | -36.2% |
| 6M | -49.8% | +44.5% | -94.3% | -60.0% |
| YTD | +55.7% | +59.4% | -3.7% | +14.4% |
| 1Y | +44.5% | +77.5% | -33.0% | -0.7% |
| 3Y | -4.3% | +49.5% | -53.8% | -28.3% |
| 5Y | -68.2% | -24.9% | -43.3% | -67.8% |
| All | -33.9% | +5.2% | -39.1% | -41.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling