-5.3%
FSLY vs SPG
+74.9%
-80.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.4% | +8.1% | +6.3% |
| 7D | +11.2% | -1.7% | +12.8% | +11.6% |
| 30D | -18.2% | -6.3% | -11.9% | -16.8% |
| 3M | +21.9% | -2.4% | +24.3% | +22.3% |
| 6M | +4.0% | +9.6% | -5.6% | +0.8% |
| YTD | +123.1% | +14.2% | +108.9% | +112.7% |
| 1Y | +196.9% | +19.3% | +177.6% | +179.4% |
| 3Y | -1.3% | +106.7% | -108.0% | -20.0% |
| 5Y | -50.2% | +104.2% | -154.4% | -59.5% |
| All | -5.3% | +74.9% | -80.3% | -28.4% |
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