+182.1%
FSLY vs SAN
+58.9%
+123.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.2% |
| 7D | -10.6% | +1.8% | -12.4% | -11.1% |
| 30D | -20.9% | +2.0% | -22.9% | -21.4% |
| 3M | +3.4% | +19.7% | -16.3% | -2.4% |
| 6M | +2.7% | +30.6% | -27.9% | -7.7% |
| YTD | +102.3% | +28.8% | +73.4% | +76.0% |
| 1Y | +182.1% | +57.8% | +124.3% | +129.2% |
| All | +182.1% | +58.9% | +123.1% | +129.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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