-28.3%
FSLY vs SPG
+99.8%
-128.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +11.8% | +3.1% | +8.7% | +10.9% |
| 30D | -36.5% | +16.4% | -53.0% | -39.2% |
| 3M | -39.7% | +7.1% | -46.8% | -41.0% |
| 6M | -9.7% | +16.1% | -25.7% | -13.9% |
| YTD | +68.9% | +30.4% | +38.4% | +54.9% |
| 1Y | +44.5% | +33.0% | +11.5% | +31.8% |
| 3Y | +4.8% | +134.6% | -129.8% | -18.3% |
| 5Y | -66.0% | +84.9% | -150.9% | -72.7% |
| All | -28.3% | +99.8% | -128.1% | -47.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling