-6.6%
FSLY vs SFM
+96.9%
-103.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -6.5% | +10.9% | +3.9% |
| 7D | +3.5% | -5.8% | +9.3% | +3.0% |
| 30D | -6.4% | -11.4% | +5.0% | -7.2% |
| 3M | +10.9% | -12.2% | +23.1% | +9.9% |
| 6M | +6.7% | -5.2% | +11.9% | +6.7% |
| YTD | +111.1% | -4.5% | +115.6% | +108.8% |
| 1Y | +185.8% | -45.4% | +231.2% | +185.2% |
| 3Y | -6.6% | +91.1% | -97.7% | -14.2% |
| All | -6.6% | +96.9% | -103.4% | -14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling