+243.8%
SLV vs FSLY
-24.5%
+268.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.6% | -5.1% | -3.5% |
| 7D | +3.7% | -22.9% | +26.6% | +4.4% |
| 30D | -15.2% | -44.6% | +29.4% | -13.8% |
| 3M | -21.8% | -41.5% | +19.7% | -20.8% |
| 6M | -36.3% | -20.8% | -15.5% | -36.2% |
| YTD | -27.8% | +59.5% | -87.4% | -30.4% |
| 1Y | +1.5% | +36.1% | -34.6% | -1.4% |
| 3Y | +128.5% | -1.0% | +129.5% | +118.5% |
| 5Y | +103.2% | -66.9% | +170.2% | +97.9% |
| All | +243.8% | -24.5% | +268.3% | +206.1% |
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 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