-73.2%
FSLY vs S
-48.9%
-24.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.0% | -7.2% | -3.7% |
| 7D | -22.4% | +1.6% | -24.0% | -22.2% |
| 30D | -45.5% | -10.5% | -35.0% | -41.0% |
| 3M | -30.4% | +9.9% | -40.3% | -32.3% |
| 6M | -22.1% | +41.8% | -63.9% | -34.6% |
| YTD | +57.0% | +56.8% | +0.2% | +23.6% |
| 1Y | +38.2% | +39.0% | -0.8% | +15.8% |
| 3Y | -2.5% | +53.8% | -56.3% | -29.1% |
| 5Y | -68.8% | -68.6% | -0.3% | -59.1% |
| All | -73.2% | -48.9% | -24.3% | -68.1% |
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