-14.2%
FSLY vs SAN
+300.1%
-314.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.2% |
| 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% | -4.3% |
| 6M | +2.7% | +30.6% | -27.9% | -8.1% |
| YTD | +102.3% | +28.8% | +73.4% | +79.3% |
| 1Y | +182.1% | +57.8% | +124.3% | +129.1% |
| 3Y | -14.6% | +338.1% | -352.7% | -54.9% |
| 5Y | -55.9% | +384.2% | -440.1% | -77.9% |
| All | -14.2% | +300.1% | -314.3% | -48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling