+342.5%
SLV vs FSLY
-4.2%
+346.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -1.1% |
| 7D | -0.3% | -10.6% | +10.3% | 0.0% |
| 30D | +6.7% | -20.9% | +27.6% | +7.3% |
| 3M | -10.7% | +3.4% | -14.1% | -10.9% |
| 6M | -20.6% | +2.7% | -23.3% | -21.5% |
| YTD | -7.1% | +102.3% | -109.4% | -10.7% |
| 1Y | +62.0% | +182.1% | -120.1% | +52.4% |
| 3Y | +169.8% | -14.6% | +184.4% | +161.5% |
| 5Y | +161.5% | -55.9% | +217.4% | +152.5% |
| All | +342.5% | -4.2% | +346.7% | +292.4% |
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