-55.6%
FSLY vs SWK
-38.7%
-16.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -3.1% |
| 7D | -10.6% | -0.4% | -10.2% | -10.3% |
| 30D | -20.9% | -5.7% | -15.2% | -17.4% |
| 3M | +3.4% | +24.1% | -20.7% | -12.4% |
| 6M | +2.7% | +24.7% | -22.0% | -13.6% |
| YTD | +102.3% | +33.9% | +68.3% | +57.6% |
| 1Y | +182.1% | +34.7% | +147.4% | +115.5% |
| 3Y | -14.6% | +15.3% | -29.8% | -28.3% |
| All | -55.6% | -38.7% | -16.9% | -46.5% |
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