+188.0%
SE vs FSLY
-24.5%
+212.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.8% |
| 7D | 0.0% | -22.9% | +23.0% | +5.0% |
| 30D | -19.4% | -44.6% | +25.2% | -10.0% |
| 3M | -33.1% | -41.5% | +8.4% | -27.5% |
| 6M | -11.4% | -20.8% | +9.4% | -11.7% |
| YTD | -39.8% | +59.5% | -99.3% | -56.3% |
| 1Y | -50.5% | +36.1% | -86.6% | -62.7% |
| 3Y | +68.9% | -1.0% | +69.8% | +15.5% |
| 5Y | -77.1% | -66.9% | -10.2% | -81.7% |
| All | +188.0% | -24.5% | +212.4% | +107.2% |
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