-28.1%
FSLY vs SPY
+197.3%
-225.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.3% | +5.0% | +4.1% |
| 7D | -17.9% | -0.9% | -17.0% | -15.0% |
| 30D | -34.7% | -2.4% | -32.3% | -30.3% |
| 3M | -40.0% | -1.2% | -38.9% | -36.9% |
| 6M | -11.8% | +3.3% | -15.1% | -13.0% |
| YTD | +69.5% | +12.3% | +57.3% | +45.9% |
| 1Y | +44.0% | +12.4% | +31.5% | +23.9% |
| 3Y | +5.2% | +78.8% | -73.6% | -55.9% |
| 5Y | -65.6% | +75.2% | -140.7% | -83.7% |
| All | -28.1% | +197.3% | -225.4% | -80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling