-5.3%
FSLY vs SPY
+195.8%
-201.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +1.0% |
| 7D | +7.5% | -2.0% | +9.5% | +10.9% |
| 30D | -21.1% | -1.7% | -19.4% | -18.7% |
| 3M | +21.8% | +4.7% | +17.0% | +13.7% |
| 6M | -0.1% | +12.5% | -12.6% | -16.2% |
| YTD | +123.1% | +11.7% | +111.4% | +88.0% |
| 1Y | +208.6% | +17.5% | +191.1% | +140.0% |
| 3Y | -1.3% | +76.6% | -77.8% | -58.7% |
| 5Y | -48.4% | +82.0% | -130.4% | -77.2% |
| All | -5.3% | +195.8% | -201.1% | -74.2% |
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