+36.1%
FSLY vs SFM
-38.0%
+74.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.1% | +1.4% |
| 7D | -22.9% | -6.9% | -16.0% | -23.8% |
| 30D | -44.6% | -25.0% | -19.6% | -46.6% |
| 3M | -41.5% | -42.7% | +1.3% | -46.9% |
| 6M | -20.8% | -41.0% | +20.2% | -27.4% |
| YTD | +59.5% | -38.7% | +98.2% | +34.1% |
| 1Y | +36.1% | -38.1% | +74.3% | +15.4% |
| All | +36.1% | -38.0% | +74.1% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling