-68.8%
FSLY vs SFM
+102.7%
-171.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.8% |
| 7D | -22.4% | -10.2% | -12.2% | -22.0% |
| 30D | -45.5% | -23.9% | -21.6% | -44.7% |
| 3M | -30.4% | -42.3% | +11.9% | -28.6% |
| 6M | -22.1% | -40.1% | +18.1% | -20.6% |
| YTD | +57.0% | -37.8% | +94.7% | +57.7% |
| 1Y | +38.2% | -37.1% | +75.3% | +38.5% |
| 3Y | -2.5% | +21.5% | -24.1% | -20.4% |
| 5Y | -68.8% | +103.8% | -172.6% | -71.5% |
| All | -68.8% | +102.7% | -171.5% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling