-28.1%
FSLY vs SAN
+238.6%
-266.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +6.9% | +6.5% |
| 7D | -17.9% | +3.4% | -21.3% | -19.1% |
| 30D | -34.7% | -6.3% | -28.4% | -33.1% |
| 3M | -40.0% | -14.1% | -25.9% | -36.4% |
| 6M | -11.8% | +4.2% | -16.0% | -14.1% |
| YTD | +69.5% | +9.0% | +60.5% | +60.2% |
| 1Y | +44.0% | +18.8% | +25.2% | +31.1% |
| 3Y | +5.2% | +252.0% | -246.8% | -39.6% |
| 5Y | -65.6% | +299.5% | -365.0% | -81.5% |
| All | -28.1% | +238.6% | -266.7% | -53.6% |
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