+648.6%
SIMO vs FSLY
-4.2%
+652.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -2.5% | +11.2% | +9.0% |
| 7D | +4.2% | -10.6% | +14.9% | +5.5% |
| 30D | +4.1% | -20.9% | +25.0% | +6.0% |
| 3M | -12.9% | +3.4% | -16.3% | -14.2% |
| 6M | +110.3% | +2.7% | +107.6% | +102.2% |
| YTD | +178.6% | +102.3% | +76.3% | +141.4% |
| 1Y | +220.0% | +182.1% | +37.9% | +162.7% |
| 3Y | +409.0% | -14.6% | +423.6% | +354.4% |
| 5Y | +277.3% | -55.9% | +333.2% | +239.0% |
| All | +648.6% | -4.2% | +652.8% | +427.2% |
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 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