-68.8%
FSLY vs SM
-13.5%
-55.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.6% | +1.5% |
| 7D | -22.4% | -22.3% | -0.2% | -17.8% |
| 30D | -45.5% | -21.4% | -24.1% | -42.4% |
| 3M | -30.4% | +1.4% | -31.8% | -31.2% |
| 6M | -22.1% | +0.1% | -22.2% | -23.5% |
| YTD | +57.0% | +59.0% | -2.0% | +34.1% |
| 1Y | +38.2% | +64.3% | -26.1% | +16.6% |
| 3Y | -2.5% | -13.1% | +10.6% | -9.4% |
| 5Y | -68.8% | -13.9% | -55.0% | -71.2% |
| All | -68.8% | -13.5% | -55.4% | -71.2% |
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