-32.3%
FSLY vs SAN
+240.8%
-273.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.3% |
| 7D | -22.9% | +10.8% | -33.7% | -26.2% |
| 30D | -44.6% | -5.7% | -38.8% | -43.4% |
| 3M | -41.5% | -13.4% | -28.0% | -38.1% |
| 6M | -20.8% | +3.5% | -24.4% | -22.6% |
| YTD | +59.5% | +9.7% | +49.8% | +50.4% |
| 1Y | +36.1% | +20.9% | +15.3% | +23.1% |
| 3Y | -1.0% | +254.3% | -255.3% | -43.3% |
| 5Y | -66.9% | +304.2% | -371.2% | -82.3% |
| All | -32.3% | +240.8% | -273.1% | -56.4% |
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