+694.8%
SIMO vs FSLY
0.0%
+694.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.4% | +1.8% | +5.7% |
| 7D | +14.6% | +3.5% | +11.1% | +14.1% |
| 30D | +6.2% | -6.4% | +12.6% | +6.3% |
| 3M | +3.6% | +10.9% | -7.3% | +1.2% |
| 6M | +130.8% | +6.7% | +124.1% | +120.9% |
| YTD | +195.8% | +111.1% | +84.7% | +155.1% |
| 1Y | +225.0% | +185.8% | +39.2% | +166.5% |
| 3Y | +452.3% | -6.6% | +458.9% | +387.9% |
| 5Y | +303.6% | -52.4% | +356.0% | +259.4% |
| All | +694.8% | 0.0% | +694.8% | +457.2% |
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