-14.2%
FSLY vs SPG
+77.2%
-91.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.2% |
| 7D | -10.6% | -2.4% | -8.2% | -10.0% |
| 30D | -20.9% | -6.8% | -14.1% | -19.4% |
| 3M | +3.4% | +2.7% | +0.7% | +2.1% |
| 6M | +2.7% | +5.5% | -2.7% | +0.7% |
| YTD | +102.3% | +15.7% | +86.6% | +92.2% |
| 1Y | +182.1% | +20.9% | +161.2% | +164.6% |
| 3Y | -14.6% | +112.4% | -126.9% | -31.3% |
| 5Y | -55.9% | +101.4% | -157.3% | -64.1% |
| All | -14.2% | +77.2% | -91.4% | -35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling