-52.4%
FSLY vs SPG
+106.4%
-158.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.2% | +3.2% | +3.5% |
| 7D | +3.5% | 0.0% | +3.5% | +3.5% |
| 30D | -6.4% | -4.9% | -1.5% | -3.1% |
| 3M | +10.9% | +3.3% | +7.6% | +6.6% |
| 6M | +6.7% | +11.2% | -4.5% | -3.8% |
| YTD | +111.1% | +17.1% | +94.0% | +79.7% |
| 1Y | +185.8% | +21.6% | +164.2% | +134.6% |
| 3Y | -6.6% | +111.9% | -118.4% | -57.0% |
| 5Y | -52.4% | +106.9% | -159.3% | -78.7% |
| All | -52.4% | +106.4% | -158.8% | -78.7% |
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