+53.0%
SWKS vs FSLY
-22.7%
+75.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.4% |
| 7D | +9.4% | +4.9% | +4.6% | +8.7% |
| 30D | +17.0% | -33.5% | +50.5% | +22.5% |
| 3M | +28.9% | -44.6% | +73.6% | +36.5% |
| 6M | +33.1% | -9.2% | +42.4% | +30.2% |
| YTD | +44.8% | +63.3% | -18.5% | +18.8% |
| 1Y | +36.2% | +45.3% | -9.1% | +13.8% |
| 3Y | +11.5% | +3.7% | +7.7% | -10.4% |
| 5Y | -37.1% | -67.2% | +30.1% | -45.0% |
| All | +53.0% | -22.7% | +75.7% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 FSLY 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