-14.2%
FSLY vs SFM
+286.7%
-300.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.9% | -5.4% | -2.8% |
| 7D | -10.6% | -0.1% | -10.6% | -10.6% |
| 30D | -20.9% | -4.4% | -16.5% | -20.7% |
| 3M | +3.4% | +1.5% | +1.9% | +2.7% |
| 6M | +2.7% | +6.5% | -3.7% | +0.1% |
| YTD | +102.3% | +2.2% | +100.1% | +97.7% |
| 1Y | +182.1% | -41.9% | +223.9% | +199.8% |
| 3Y | -14.6% | +106.8% | -121.3% | -31.8% |
| 5Y | -55.9% | +231.6% | -287.5% | -68.4% |
| All | -14.2% | +286.7% | -300.9% | -38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling