+174.3%
FSLY vs SOLS
+17.1%
+157.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.9% |
| 7D | +7.5% | +0.3% | +7.2% | +7.3% |
| 30D | -21.1% | +0.9% | -22.0% | -21.3% |
| 3M | +21.8% | -20.7% | +42.4% | +29.8% |
| 6M | -0.1% | -17.7% | +17.6% | +7.3% |
| YTD | +123.1% | +27.1% | +96.0% | +165.8% |
| All | +174.3% | +17.1% | +157.2% | +227.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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