-43.6%
SWKS vs FSLY
-68.3%
+24.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.8% | +0.8% |
| 7D | -6.2% | -31.4% | +25.3% | -2.3% |
| 30D | -1.5% | -37.3% | +35.8% | +3.1% |
| 3M | +23.0% | -30.1% | +53.1% | +25.2% |
| 6M | +27.6% | -49.8% | +77.4% | +33.0% |
| YTD | +32.3% | +55.7% | -23.4% | +10.2% |
| 1Y | +20.1% | +44.5% | -24.4% | +1.1% |
| 3Y | +0.6% | -4.3% | +5.0% | -18.0% |
| All | -43.6% | -68.3% | +24.7% | -49.5% |
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