-10.4%
FSLY vs SPYG
+242.6%
-253.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +5.1% |
| 7D | +3.5% | +1.2% | +2.3% | +1.6% |
| 30D | -6.4% | -1.6% | -4.8% | -3.7% |
| 3M | +10.9% | +3.4% | +7.5% | +5.9% |
| 6M | +6.7% | +18.9% | -12.2% | -17.0% |
| YTD | +111.1% | +13.8% | +97.3% | +73.8% |
| 1Y | +185.8% | +20.6% | +165.2% | +114.4% |
| 3Y | -6.6% | +100.5% | -107.1% | -68.3% |
| 5Y | -52.4% | +84.6% | -137.0% | -79.8% |
| All | -10.4% | +242.6% | -253.0% | -81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling