+44.5%
FSLY vs SWK
+71.2%
-26.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.4% | +3.1% |
| 7D | -31.4% | +11.0% | -42.5% | -32.7% |
| 30D | -37.3% | +30.1% | -67.4% | -41.0% |
| 3M | -30.1% | +14.7% | -44.8% | -31.7% |
| 6M | -49.8% | +44.5% | -94.3% | -54.3% |
| YTD | +55.7% | +59.4% | -3.7% | +26.5% |
| 1Y | +44.5% | +77.5% | -33.0% | +6.7% |
| All | +44.5% | +71.2% | -26.7% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling