-28.1%
FSLY vs SFM
+140.2%
-168.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.5% | +2.8% | +6.0% |
| 7D | -17.9% | -7.1% | -10.9% | -17.3% |
| 30D | -34.7% | -21.4% | -13.3% | -33.4% |
| 3M | -40.0% | -40.1% | +0.1% | -37.3% |
| 6M | -11.8% | -38.0% | +26.2% | -8.8% |
| YTD | +69.5% | -36.5% | +106.1% | +72.9% |
| 1Y | +44.0% | -35.2% | +79.1% | +46.1% |
| 3Y | +5.2% | +23.5% | -18.2% | -11.6% |
| 5Y | -65.6% | +109.7% | -175.3% | -74.3% |
| All | -28.1% | +140.2% | -168.2% | -46.2% |
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