-48.4%
FSLY vs SIRI
-42.5%
-5.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.3% |
| 7D | +7.5% | -3.0% | +10.5% | +8.3% |
| 30D | -21.1% | +1.3% | -22.4% | -21.4% |
| 3M | +21.8% | +5.6% | +16.1% | +19.5% |
| 6M | -0.1% | +35.2% | -35.3% | -8.3% |
| YTD | +123.1% | +49.1% | +74.0% | +97.6% |
| 1Y | +208.6% | +26.8% | +181.8% | +184.3% |
| 3Y | -1.3% | -23.7% | +22.4% | +0.4% |
| 5Y | -48.4% | -41.8% | -6.5% | -35.8% |
| All | -48.4% | -42.5% | -5.9% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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