+215.7%
SIMO vs FSLY
-9.9%
+225.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.1% | +3.8% |
| 7D | -22.0% | -31.4% | +9.4% | -18.6% |
| 30D | -43.0% | -37.3% | -5.7% | -40.1% |
| 3M | -39.1% | -30.1% | -9.0% | -37.2% |
| 6M | -33.3% | -49.8% | +16.5% | -30.2% |
| YTD | +77.0% | +55.7% | +21.3% | +63.3% |
| 1Y | +73.0% | +44.5% | +28.5% | +60.8% |
| 3Y | +215.7% | -4.3% | +220.1% | +172.5% |
| All | +215.7% | -9.9% | +225.6% | +172.5% |
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