+164.3%
FSLY vs SITM
+47.5%
+116.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.4% | +9.2% | +0.8% |
| 7D | -22.2% | -19.5% | -2.6% | -20.4% |
| 30D | -19.1% | -43.2% | +24.1% | -15.7% |
| 3M | -15.7% | -30.8% | +15.1% | -13.1% |
| 6M | -23.5% | -28.6% | +5.1% | -23.3% |
| YTD | +106.6% | +14.2% | +92.5% | +54.1% |
| 1Y | +164.3% | +44.4% | +119.9% | +56.2% |
| All | +164.3% | +47.5% | +116.7% | +56.2% |
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