-48.4%
FSLY vs SPYG
+82.6%
-130.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +1.4% |
| 7D | +7.5% | -1.8% | +9.4% | +10.7% |
| 30D | -21.1% | -1.9% | -19.2% | -18.1% |
| 3M | +21.8% | +5.2% | +16.6% | +12.5% |
| 6M | -0.1% | +15.6% | -15.7% | -21.1% |
| YTD | +123.1% | +12.4% | +110.7% | +83.1% |
| 1Y | +208.6% | +17.5% | +191.1% | +133.4% |
| 3Y | -1.3% | +98.1% | -99.3% | -72.5% |
| 5Y | -48.4% | +84.9% | -133.3% | -81.5% |
| All | -48.4% | +82.6% | -130.9% | -81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling