+40.9%
SWKS vs FSLY
-25.7%
+66.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -2.7% | -22.4% | +19.7% | +0.1% |
| 30D | +8.5% | -45.5% | +53.9% | +16.6% |
| 3M | +17.3% | -30.4% | +47.7% | +19.7% |
| 6M | +25.1% | -22.1% | +47.2% | +24.9% |
| YTD | +33.3% | +57.0% | -23.6% | +10.0% |
| 1Y | +22.9% | +38.2% | -15.3% | +3.4% |
| 3Y | +5.5% | -2.5% | +8.0% | -14.4% |
| 5Y | -41.9% | -68.8% | +27.0% | -48.8% |
| All | +40.9% | -25.7% | +66.6% | -12.2% |
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