-10.4%
FSLY vs SIRI
-36.9%
+26.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.0% | +4.6% |
| 7D | +3.5% | +4.3% | -0.8% | +2.0% |
| 30D | -6.4% | -2.8% | -3.6% | -5.8% |
| 3M | +10.9% | +5.9% | +5.0% | +8.4% |
| 6M | +6.7% | +31.9% | -25.2% | -3.0% |
| YTD | +111.1% | +48.7% | +62.4% | +82.9% |
| 1Y | +185.8% | +23.2% | +162.5% | +161.5% |
| 3Y | -6.6% | -23.9% | +17.3% | -4.5% |
| 5Y | -52.4% | -43.4% | -9.0% | -47.7% |
| All | -10.4% | -36.9% | +26.5% | -5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling