-3.5%
FSLY vs SPYG
+241.2%
-244.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +0.8% |
| 7D | +12.5% | -0.9% | +13.4% | +13.9% |
| 30D | -18.8% | -1.5% | -17.3% | -16.5% |
| 3M | +22.7% | +3.7% | +18.9% | +16.6% |
| 6M | -3.7% | +16.4% | -20.1% | -22.9% |
| YTD | +127.5% | +13.3% | +114.2% | +88.4% |
| 1Y | +193.5% | +17.9% | +175.7% | +128.0% |
| 3Y | -1.3% | +98.3% | -99.7% | -65.9% |
| 5Y | -47.3% | +86.4% | -133.8% | -77.9% |
| All | -3.5% | +241.2% | -244.6% | -79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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