+170.0%
SIMO vs FSLY
-67.3%
+237.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.3% | -2.3% | -5.2% |
| 7D | +4.1% | +4.9% | -0.7% | +3.6% |
| 30D | -24.0% | -33.5% | +9.5% | -20.3% |
| 3M | -31.8% | -44.6% | +12.9% | -27.6% |
| 6M | -36.9% | -9.2% | -27.7% | -37.1% |
| YTD | +84.8% | +63.3% | +21.6% | +65.1% |
| 1Y | +99.0% | +45.3% | +53.7% | +80.1% |
| 3Y | +217.9% | +3.7% | +214.2% | +177.1% |
| All | +170.0% | -67.3% | +237.2% | +175.5% |
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 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