-28.3%
FSLY vs SMTC
+159.6%
-187.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | +1.4% |
| 7D | +11.8% | +30.5% | -18.7% | -0.4% |
| 30D | -36.5% | -30.9% | -5.7% | -26.5% |
| 3M | -39.7% | -14.7% | -25.1% | -37.8% |
| 6M | -9.7% | -9.6% | -0.1% | -14.4% |
| YTD | +68.9% | +62.1% | +6.8% | +18.5% |
| 1Y | +44.5% | +66.6% | -22.1% | -0.5% |
| 3Y | +4.8% | +718.1% | -713.3% | -78.0% |
| 5Y | -66.0% | +32.8% | -98.8% | -77.8% |
| All | -28.3% | +159.6% | -187.9% | -72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling