+196.9%
FSLY vs SPG
+19.3%
+177.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.4% | +8.1% | +4.5% |
| 7D | +11.2% | -1.7% | +12.8% | +10.3% |
| 30D | -18.2% | -6.3% | -11.9% | -20.5% |
| 3M | +21.9% | -2.4% | +24.3% | +20.6% |
| 6M | +4.0% | +9.6% | -5.6% | +8.4% |
| YTD | +123.1% | +14.2% | +108.9% | +129.1% |
| 1Y | +196.9% | +19.3% | +177.6% | +197.9% |
| All | +196.9% | +19.3% | +177.6% | +197.9% |
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