+186.3%
SE vs FSLY
-11.3%
+197.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.8% |
| 7D | -6.1% | -10.6% | +4.5% | -5.6% |
| 30D | -2.5% | -20.9% | +18.4% | -1.6% |
| 3M | +21.7% | +3.4% | +18.3% | +21.3% |
| 6M | +27.0% | +2.7% | +24.3% | +25.1% |
| YTD | -12.1% | +102.3% | -114.4% | -17.0% |
| 1Y | -40.9% | +182.1% | -223.0% | -46.6% |
| All | +186.3% | -11.3% | +197.6% | +173.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling