-5.3%
FSLY vs SMTC
+256.3%
-261.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.8% | +4.9% | +5.4% |
| 7D | +11.2% | +22.5% | -11.3% | +2.1% |
| 30D | -18.2% | +24.9% | -43.0% | -26.0% |
| 3M | +21.9% | +4.1% | +17.8% | +13.1% |
| 6M | +4.0% | +92.6% | -88.5% | -28.8% |
| YTD | +123.1% | +122.5% | +0.6% | +41.0% |
| 1Y | +196.9% | +166.2% | +30.6% | +70.2% |
| 3Y | -1.3% | +577.2% | -578.4% | -74.9% |
| 5Y | -50.2% | +119.0% | -169.2% | -73.9% |
| All | -5.3% | +256.3% | -261.6% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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