-52.4%
FSLY vs SM
+111.2%
-163.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.6% | +0.7% | +3.5% |
| 7D | +3.5% | -0.2% | +3.6% | +3.5% |
| 30D | -6.4% | +31.5% | -37.9% | -12.1% |
| 3M | +10.9% | +17.3% | -6.5% | +6.0% |
| 6M | +6.7% | +48.5% | -41.8% | -4.7% |
| YTD | +111.1% | +106.3% | +4.8% | +73.0% |
| 1Y | +185.8% | +47.3% | +138.5% | +152.7% |
| 3Y | -6.6% | -1.4% | -5.1% | -14.6% |
| 5Y | -52.4% | +114.0% | -166.4% | -60.4% |
| All | -52.4% | +111.2% | -163.6% | -60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling