+233.7%
SLV vs FSLY
-20.0%
+253.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.3% |
| 7D | -3.9% | +11.8% | -15.6% | -4.2% |
| 30D | -15.6% | -36.5% | +20.9% | -14.6% |
| 3M | -23.6% | -39.7% | +16.1% | -22.7% |
| 6M | -42.6% | -9.7% | -32.9% | -42.7% |
| YTD | -30.0% | +68.9% | -98.8% | -32.5% |
| 1Y | -6.6% | +44.5% | -51.1% | -9.5% |
| 3Y | +121.8% | +4.8% | +117.0% | +111.7% |
| 5Y | +92.7% | -66.0% | +158.7% | +87.5% |
| All | +233.7% | -20.0% | +253.8% | +196.6% |
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