-40.6%
SWKS vs FSLY
-68.1%
+27.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.8% | -0.3% |
| 7D | -3.1% | -22.9% | +19.8% | -0.5% |
| 30D | +8.3% | -44.6% | +52.9% | +15.4% |
| 3M | +20.2% | -41.5% | +61.7% | +25.7% |
| 6M | +24.9% | -20.8% | +45.7% | +24.4% |
| YTD | +33.2% | +59.5% | -26.4% | +10.6% |
| 1Y | +23.6% | +36.1% | -12.6% | +5.5% |
| 3Y | +1.3% | -1.0% | +2.2% | -17.8% |
| 5Y | -40.6% | -66.9% | +26.4% | -48.4% |
| All | -40.6% | -68.1% | +27.5% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling