-32.3%
FSLY vs SFM
+132.2%
-164.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.1% | +1.8% |
| 7D | -22.9% | -6.9% | -16.0% | -22.3% |
| 30D | -44.6% | -25.0% | -19.6% | -43.2% |
| 3M | -41.5% | -42.7% | +1.3% | -38.6% |
| 6M | -20.8% | -41.0% | +20.2% | -17.6% |
| YTD | +59.5% | -38.7% | +98.2% | +63.1% |
| 1Y | +36.1% | -38.1% | +74.3% | +38.8% |
| 3Y | -1.0% | +19.3% | -20.3% | -16.5% |
| 5Y | -66.9% | +103.1% | -170.1% | -75.3% |
| All | -32.3% | +132.2% | -164.5% | -49.2% |
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 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