-77.1%
SE vs FSLY
-69.6%
-7.5%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.8% |
| 7D | +3.3% | -22.4% | +25.7% | +8.2% |
| 30D | -18.2% | -45.5% | +27.3% | -8.3% |
| 3M | -31.3% | -30.4% | -0.9% | -28.6% |
| 6M | -10.1% | -22.1% | +12.0% | -10.1% |
| YTD | -38.9% | +57.0% | -95.9% | -56.6% |
| 1Y | -48.0% | +38.2% | -86.2% | -61.8% |
| 3Y | +78.8% | -2.5% | +81.3% | +16.4% |
| 5Y | -77.1% | -68.8% | -8.3% | -79.1% |
| All | -77.1% | -69.6% | -7.5% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling