-52.4%
FSLY vs SAN
+381.9%
-434.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.8% | +4.7% |
| 7D | +3.5% | +3.3% | +0.1% | +1.4% |
| 30D | -6.4% | +1.1% | -7.5% | -6.9% |
| 3M | +10.9% | +22.2% | -11.3% | -2.4% |
| 6M | +6.7% | +36.0% | -29.3% | -11.6% |
| YTD | +111.1% | +28.2% | +82.9% | +76.4% |
| 1Y | +185.8% | +54.1% | +131.6% | +111.0% |
| 3Y | -6.6% | +354.2% | -360.8% | -68.0% |
| 5Y | -52.4% | +387.3% | -439.7% | -84.8% |
| All | -52.4% | +381.9% | -434.3% | -84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling