-5.3%
FSLY vs SM
+174.2%
-179.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.1% | +5.6% |
| 7D | +11.2% | -0.2% | +11.4% | +11.2% |
| 30D | -18.2% | +20.3% | -38.5% | -20.1% |
| 3M | +21.9% | +22.9% | -1.0% | +18.4% |
| 6M | +4.0% | +47.8% | -43.8% | -1.9% |
| YTD | +123.1% | +107.5% | +15.6% | +101.2% |
| 1Y | +196.9% | +51.7% | +145.1% | +177.3% |
| 3Y | -1.3% | -0.9% | -0.4% | -4.9% |
| 5Y | -50.2% | +112.2% | -162.5% | -56.1% |
| All | -5.3% | +174.2% | -179.5% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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