-52.4%
FSLY vs SGI
+61.8%
-114.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.7% |
| 7D | +3.5% | +9.3% | -5.8% | -3.3% |
| 30D | -6.4% | +6.9% | -13.3% | -11.4% |
| 3M | +10.9% | +2.8% | +8.0% | +6.4% |
| 6M | +6.7% | -12.6% | +19.3% | +17.7% |
| YTD | +111.1% | -21.5% | +132.6% | +143.0% |
| 1Y | +185.8% | -18.8% | +204.5% | +222.4% |
| 3Y | -6.6% | +60.8% | -67.4% | -42.2% |
| 5Y | -52.4% | +60.0% | -112.4% | -75.4% |
| All | -52.4% | +61.8% | -114.2% | -75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling