-5.3%
FSLY vs SAN
+293.4%
-298.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +6.2% |
| 7D | +11.2% | -0.5% | +11.6% | +11.4% |
| 30D | -18.2% | -0.1% | -18.1% | -18.1% |
| 3M | +21.9% | +19.6% | +2.3% | +12.7% |
| 6M | +4.0% | +32.7% | -28.7% | -7.5% |
| YTD | +123.1% | +26.7% | +96.4% | +99.1% |
| 1Y | +196.9% | +51.6% | +145.2% | +145.1% |
| 3Y | -1.3% | +348.7% | -350.0% | -48.4% |
| 5Y | -50.2% | +378.7% | -429.0% | -74.9% |
| All | -5.3% | +293.4% | -298.8% | -42.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling