-48.4%
FSLY vs SITM
+176.0%
-224.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.8% |
| 7D | +7.5% | +4.8% | +2.7% | +5.2% |
| 30D | -21.1% | -9.7% | -11.4% | -17.7% |
| 3M | +21.8% | -9.3% | +31.1% | +19.3% |
| 6M | -0.1% | +69.5% | -69.6% | -36.5% |
| YTD | +123.1% | +70.5% | +52.6% | +36.1% |
| 1Y | +208.6% | +145.3% | +63.3% | +54.9% |
| 3Y | -1.3% | +432.8% | -434.1% | -73.0% |
| 5Y | -48.4% | +174.0% | -222.4% | -82.8% |
| All | -48.4% | +176.0% | -224.4% | -82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling