-63.9%
FSLY vs S
-57.8%
-6.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.3% | +6.6% | +5.6% |
| 7D | +3.5% | -5.8% | +9.3% | +6.8% |
| 30D | -6.4% | -9.2% | +2.8% | -1.0% |
| 3M | +10.9% | +23.4% | -12.5% | -0.5% |
| 6M | +6.7% | +36.9% | -30.2% | -10.7% |
| YTD | +111.1% | +29.5% | +81.6% | +80.7% |
| 1Y | +185.8% | +5.4% | +180.3% | +171.8% |
| 3Y | -6.6% | +14.7% | -21.3% | -21.6% |
| 5Y | -52.4% | -71.5% | +19.1% | -34.5% |
| All | -63.9% | -57.8% | -6.2% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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