-40.9%
SE vs FSLY
+181.7%
-222.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.9% |
| 7D | -6.1% | -10.6% | +4.5% | -6.1% |
| 30D | -2.5% | -20.9% | +18.4% | -2.4% |
| 3M | +21.7% | +3.4% | +18.3% | +22.0% |
| 6M | +27.0% | +2.7% | +24.3% | +28.6% |
| YTD | -12.1% | +102.3% | -114.4% | -8.1% |
| 1Y | -40.9% | +182.1% | -223.0% | -37.4% |
| All | -40.9% | +181.7% | -222.6% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 1y: compounded portfolio wealth divided by compounded FSLY 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…
1y analysis · Full analysis span regression · 6 months rolling