-28.3%
FSLY vs SFM
+144.1%
-172.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.6% |
| 7D | +11.8% | -0.4% | +12.2% | +11.8% |
| 30D | -36.5% | -19.2% | -17.3% | -35.4% |
| 3M | -39.7% | -40.3% | +0.6% | -37.0% |
| 6M | -9.7% | -40.9% | +31.2% | -5.8% |
| YTD | +68.9% | -35.5% | +104.4% | +71.9% |
| 1Y | +44.5% | -37.4% | +81.9% | +47.6% |
| 3Y | +4.8% | +25.5% | -20.7% | -12.0% |
| 5Y | -66.0% | +113.0% | -179.1% | -74.7% |
| All | -28.3% | +144.1% | -172.4% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling