+324.9%
SE vs FSLY
0.0%
+325.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.4% | -3.3% | +0.1% |
| 7D | +0.6% | +3.5% | -2.9% | -0.2% |
| 30D | -0.1% | -6.4% | +6.3% | +0.2% |
| 3M | +34.1% | +10.9% | +23.2% | +28.8% |
| 6M | +23.2% | +6.7% | +16.5% | +10.8% |
| YTD | -11.2% | +111.1% | -122.3% | -37.6% |
| 1Y | -40.5% | +185.8% | -226.3% | -63.2% |
| 3Y | +196.3% | -6.6% | +202.9% | +117.8% |
| 5Y | -67.0% | -52.4% | -14.6% | -75.1% |
| All | +324.9% | 0.0% | +325.0% | +196.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling