+182.1%
FSLY vs SITM
+174.8%
+7.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.5% | -9.1% | -3.2% |
| 7D | -10.6% | +9.7% | -20.4% | -11.6% |
| 30D | -20.9% | +12.7% | -33.6% | -22.1% |
| 3M | +3.4% | -13.4% | +16.8% | +5.2% |
| 6M | +2.7% | +59.6% | -56.9% | -19.0% |
| YTD | +102.3% | +73.3% | +29.0% | +45.6% |
| 1Y | +182.1% | +165.5% | +16.5% | +55.4% |
| All | +182.1% | +174.8% | +7.3% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling