-68.8%
FSLY vs SWK
-23.3%
-45.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | -1.1% |
| 7D | -22.4% | +10.7% | -33.1% | -27.8% |
| 30D | -45.5% | +33.3% | -78.8% | -55.8% |
| 3M | -30.4% | +14.7% | -45.1% | -37.7% |
| 6M | -22.1% | +48.5% | -70.6% | -42.7% |
| YTD | +57.0% | +63.9% | -6.9% | +4.2% |
| 1Y | +38.2% | +80.4% | -42.2% | -15.2% |
| 3Y | -2.5% | +58.1% | -60.6% | -36.9% |
| 5Y | -68.8% | -24.5% | -44.4% | -67.2% |
| All | -68.8% | -23.3% | -45.6% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling