+38.2%
SWKS vs FSLY
-28.5%
+66.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -26.9% | +24.8% | +1.6% |
| 7D | -9.2% | -40.0% | +30.8% | -3.4% |
| 30D | -1.9% | -39.7% | +37.8% | +3.6% |
| 3M | +21.2% | -40.9% | +62.1% | +26.4% |
| 6M | +12.9% | -52.5% | +65.4% | +19.1% |
| YTD | +30.7% | +51.1% | -20.3% | +8.4% |
| 1Y | +14.1% | +90.6% | -76.4% | -10.8% |
| 3Y | -1.7% | -12.4% | +10.7% | -18.8% |
| 5Y | -43.0% | -69.1% | +26.1% | -49.8% |
| All | +38.2% | -28.5% | +66.6% | -13.5% |
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 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