+320.3%
SE vs FSLY
-4.2%
+324.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.3% |
| 7D | -6.1% | -10.6% | +4.5% | -3.8% |
| 30D | -2.5% | -20.9% | +18.4% | +1.4% |
| 3M | +21.7% | +3.4% | +18.3% | +18.6% |
| 6M | +27.0% | +2.7% | +24.3% | +15.2% |
| YTD | -12.1% | +102.3% | -114.4% | -37.7% |
| 1Y | -40.9% | +182.1% | -223.0% | -63.4% |
| 3Y | +191.0% | -14.6% | +205.6% | +119.6% |
| 5Y | -68.3% | -55.9% | -12.4% | -75.6% |
| All | +320.3% | -4.2% | +324.5% | +195.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling