+4.8%
FSLY vs SITM
+4,789.7%
-4,784.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.5% | -3.6% | -0.1% |
| 7D | +12.5% | +3.9% | +8.6% | +10.8% |
| 30D | -18.8% | -6.6% | -12.2% | -16.7% |
| 3M | +22.7% | -11.9% | +34.5% | +22.1% |
| 6M | -3.7% | +81.1% | -84.8% | -36.6% |
| YTD | +127.5% | +80.0% | +47.5% | +45.5% |
| 1Y | +193.5% | +145.8% | +47.7% | +62.9% |
| 3Y | -1.3% | +475.9% | -477.2% | -67.0% |
| 5Y | -47.3% | +189.2% | -236.6% | -78.2% |
| All | +4.8% | +4,789.7% | -4,784.9% | -80.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling