-52.4%
FSLY vs SBAC
-43.9%
-8.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.5% |
| 7D | +3.5% | -0.1% | +3.5% | +3.5% |
| 30D | -6.4% | +3.2% | -9.6% | -7.9% |
| 3M | +10.9% | -5.1% | +15.9% | +12.4% |
| 6M | +6.7% | -2.1% | +8.8% | +2.7% |
| YTD | +111.1% | -0.5% | +111.6% | +102.1% |
| 1Y | +185.8% | +1.1% | +184.6% | +170.1% |
| 3Y | -6.6% | -7.4% | +0.9% | -13.4% |
| 5Y | -52.4% | -44.3% | -8.1% | -38.2% |
| All | -52.4% | -43.9% | -8.4% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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