+122.3%
SLV vs FSLY
-9.9%
+132.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -0.2% |
| 7D | +5.1% | -31.4% | +36.5% | +5.3% |
| 30D | -12.9% | -37.3% | +24.4% | -12.6% |
| 3M | -16.1% | -30.1% | +14.0% | -15.8% |
| 6M | -33.2% | -49.8% | +16.6% | -33.3% |
| YTD | -27.2% | +55.7% | -82.9% | -26.0% |
| 1Y | +7.6% | +44.5% | -36.9% | +9.7% |
| 3Y | +122.3% | -4.3% | +126.7% | +116.1% |
| All | +122.3% | -9.9% | +132.2% | +116.1% |
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 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