+33.9%
FSLY vs S
+38.4%
-4.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.0% | -7.2% | -5.3% |
| 7D | -22.4% | +1.6% | -24.0% | -22.1% |
| 30D | -45.5% | -10.5% | -35.0% | -40.0% |
| 3M | -30.4% | +9.9% | -40.3% | -32.2% |
| 6M | -22.1% | +41.8% | -63.9% | -35.2% |
| YTD | +57.0% | +56.8% | +0.2% | +18.6% |
| All | +33.9% | +38.4% | -4.4% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling