-3.2%
FSLY vs SPYG
+98.4%
-101.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.0% | +6.1% |
| 7D | +11.2% | +0.3% | +10.8% | +10.7% |
| 30D | -18.2% | -1.7% | -16.5% | -16.1% |
| 3M | +21.9% | +3.6% | +18.3% | +17.1% |
| 6M | +4.0% | +16.6% | -12.6% | -13.4% |
| YTD | +123.1% | +13.4% | +109.7% | +91.5% |
| 1Y | +196.9% | +19.6% | +177.3% | +135.8% |
| All | -3.2% | +98.4% | -101.7% | -70.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling