+25.9%
SWKS vs FSLY
-4.2%
+30.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +6.0% | +3.9% |
| 7D | +12.5% | -10.6% | +23.1% | +14.2% |
| 30D | +10.5% | -20.9% | +31.4% | +13.0% |
| 3M | -7.4% | +3.4% | -10.8% | -9.0% |
| 6M | +32.7% | +2.7% | +29.9% | +25.1% |
| YTD | +19.2% | +102.3% | -83.1% | -3.1% |
| 1Y | +2.4% | +182.1% | -179.7% | -23.2% |
| 3Y | -25.6% | -14.6% | -11.1% | -36.5% |
| 5Y | -53.4% | -55.9% | +2.5% | -60.3% |
| All | +25.9% | -4.2% | +30.2% | -22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling