-11.9%
FSLY vs SAN
+358.9%
-370.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.1% |
| 7D | -10.6% | +1.8% | -12.4% | -11.3% |
| 30D | -20.9% | +2.0% | -22.9% | -21.5% |
| 3M | +3.4% | +19.7% | -16.3% | -5.2% |
| 6M | +2.7% | +30.6% | -27.9% | -9.7% |
| YTD | +102.3% | +28.8% | +73.4% | +75.0% |
| 1Y | +182.1% | +57.8% | +124.3% | +117.9% |
| All | -11.9% | +358.9% | -370.9% | -62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling