-3.3%
FSLY vs SPG
+128.3%
-131.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.2% | +2.8% |
| 7D | -31.4% | +4.9% | -36.3% | -32.4% |
| 30D | -37.3% | +15.6% | -52.9% | -40.3% |
| 3M | -30.1% | +4.1% | -34.2% | -31.0% |
| 6M | -49.8% | +13.6% | -63.4% | -52.4% |
| YTD | +55.7% | +27.5% | +28.2% | +36.7% |
| 1Y | +44.5% | +32.2% | +12.2% | +23.9% |
| All | -3.3% | +128.3% | -131.6% | -54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling