-28.3%
FSLY vs SGI
+312.2%
-340.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +1.0% |
| 7D | +11.8% | -10.7% | +22.5% | +17.4% |
| 30D | -36.5% | -3.6% | -33.0% | -36.0% |
| 3M | -39.7% | -5.4% | -34.3% | -39.2% |
| 6M | -9.7% | -7.0% | -2.6% | -8.9% |
| YTD | +68.9% | -31.6% | +100.5% | +97.0% |
| 1Y | +44.5% | -33.5% | +78.0% | +70.6% |
| 3Y | +4.8% | +66.5% | -61.7% | -20.0% |
| 5Y | -66.0% | +42.2% | -108.2% | -73.3% |
| All | -28.3% | +312.2% | -340.6% | -54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling