-3.2%
FSLY vs SGI
+55.1%
-58.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.9% | +7.6% | +6.8% |
| 7D | +11.2% | +0.6% | +10.6% | +10.7% |
| 30D | -18.2% | +5.5% | -23.7% | -21.0% |
| 3M | +21.9% | -3.6% | +25.5% | +22.9% |
| 6M | +4.0% | -15.0% | +19.1% | +14.5% |
| YTD | +123.1% | -23.0% | +146.1% | +150.0% |
| 1Y | +196.9% | -18.4% | +215.3% | +220.2% |
| All | -3.2% | +55.1% | -58.3% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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