-28.1%
FSLY vs SWK
+5.9%
-33.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.0% | +6.7% |
| 7D | -17.9% | -2.3% | -15.7% | -16.5% |
| 30D | -34.7% | +30.4% | -65.1% | -44.3% |
| 3M | -40.0% | +12.1% | -52.2% | -44.5% |
| 6M | -11.8% | +49.1% | -60.9% | -31.4% |
| YTD | +69.5% | +60.4% | +9.1% | +24.1% |
| 1Y | +44.0% | +78.3% | -34.4% | -1.4% |
| 3Y | +5.2% | +53.3% | -48.1% | -22.2% |
| 5Y | -65.6% | -27.0% | -38.6% | -64.9% |
| All | -28.1% | +5.9% | -33.9% | -36.9% |
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