+164.3%
FSLY vs SPG
+34.3%
+130.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | +2.4% |
| 7D | -22.2% | +8.2% | -30.3% | -16.3% |
| 30D | -19.1% | +13.5% | -32.6% | -9.4% |
| 3M | -15.7% | +2.2% | -17.9% | -12.1% |
| 6M | -23.5% | +15.9% | -39.3% | -12.2% |
| YTD | +106.6% | +27.6% | +79.0% | +155.6% |
| 1Y | +164.3% | +30.9% | +133.3% | +229.9% |
| All | +164.3% | +34.3% | +130.0% | +229.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling