-14.2%
FSLY vs SM
+163.1%
-177.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -2.2% |
| 7D | -10.6% | +0.1% | -10.7% | -10.7% |
| 30D | -20.9% | +26.3% | -47.2% | -23.1% |
| 3M | +3.4% | +8.7% | -5.3% | +2.0% |
| 6M | +2.7% | +51.7% | -48.9% | -3.4% |
| YTD | +102.3% | +99.0% | +3.2% | +83.4% |
| 1Y | +182.1% | +34.6% | +147.5% | +167.4% |
| 3Y | -14.6% | -7.8% | -6.8% | -17.0% |
| 5Y | -55.9% | +104.8% | -160.7% | -60.9% |
| All | -14.2% | +163.1% | -177.3% | -30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling