+349.1%
SLV vs FSLY
+5.6%
+343.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.7% | -3.4% | +2.1% |
| 7D | +2.8% | +11.2% | -8.4% | +2.5% |
| 30D | +2.2% | -18.2% | +20.4% | +2.7% |
| 3M | +2.9% | +21.9% | -19.0% | +2.1% |
| 6M | -22.4% | +4.0% | -26.4% | -23.3% |
| YTD | -5.7% | +123.1% | -128.8% | -9.7% |
| 1Y | +63.3% | +196.9% | -133.5% | +53.5% |
| 3Y | +189.0% | -1.3% | +190.3% | +178.6% |
| 5Y | +172.7% | -50.2% | +222.9% | +162.2% |
| All | +349.1% | +5.6% | +343.5% | +297.1% |
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