-28.3%
FSLY vs SPY
+196.2%
-224.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | +0.2% |
| 7D | +11.8% | +3.3% | +8.5% | +6.0% |
| 30D | -36.5% | -2.7% | -33.9% | -31.9% |
| 3M | -39.7% | -1.7% | -38.0% | -35.9% |
| 6M | -9.7% | +3.1% | -12.8% | -10.6% |
| YTD | +68.9% | +11.9% | +57.0% | +46.2% |
| 1Y | +44.5% | +12.0% | +32.5% | +25.1% |
| 3Y | +4.8% | +78.2% | -73.4% | -55.8% |
| 5Y | -66.0% | +73.2% | -139.3% | -83.7% |
| All | -28.3% | +196.2% | -224.6% | -79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling