+39.8%
SWKS vs FSLY
-26.3%
+66.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.8% | +0.8% |
| 7D | -6.2% | -31.4% | +25.3% | -1.9% |
| 30D | -1.5% | -37.3% | +35.8% | +3.5% |
| 3M | +23.0% | -30.1% | +53.1% | +25.4% |
| 6M | +27.6% | -49.8% | +77.4% | +33.5% |
| YTD | +32.3% | +55.7% | -23.4% | +9.3% |
| 1Y | +20.1% | +44.5% | -24.4% | +0.2% |
| 3Y | +0.6% | -4.3% | +5.0% | -18.1% |
| 5Y | -42.3% | -68.2% | +25.9% | -49.4% |
| All | +39.8% | -26.3% | +66.1% | -12.8% |
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