-69.1%
FSLY vs SPG
+78.1%
-147.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.2% | +2.4% |
| 7D | -31.4% | +4.9% | -36.3% | -33.8% |
| 30D | -37.3% | +15.6% | -52.9% | -44.1% |
| 3M | -30.1% | +4.1% | -34.2% | -32.9% |
| 6M | -49.8% | +13.6% | -63.4% | -55.3% |
| YTD | +55.7% | +27.5% | +28.2% | +22.3% |
| 1Y | +44.5% | +32.2% | +12.2% | +9.7% |
| 3Y | -4.3% | +126.0% | -130.3% | -60.4% |
| All | -69.1% | +78.1% | -147.2% | -85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling