-14.2%
FSLY vs SBAC
-0.8%
-13.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.0% |
| 7D | -10.6% | -0.8% | -9.8% | -10.3% |
| 30D | -20.9% | +6.9% | -27.8% | -23.5% |
| 3M | +3.4% | -8.2% | +11.6% | +6.3% |
| 6M | +2.7% | -1.6% | +4.4% | -1.1% |
| YTD | +102.3% | -0.1% | +102.4% | +93.9% |
| 1Y | +182.1% | -0.5% | +182.5% | +170.0% |
| 3Y | -14.6% | -9.1% | -5.5% | -18.5% |
| 5Y | -55.9% | -43.8% | -12.1% | -44.0% |
| All | -14.2% | -0.8% | -13.4% | +3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling