+921.6%
SMCI vs FSLY
-50.4%
+972.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -1.3% | +7.5% | -8.8% | -2.6% |
| 30D | +18.3% | -21.1% | +39.4% | +22.8% |
| 3M | +27.7% | +21.8% | +5.9% | +22.0% |
| 6M | +17.6% | -0.1% | +17.7% | +11.2% |
| YTD | +27.7% | +123.1% | -95.4% | -1.7% |
| 1Y | -14.9% | +208.6% | -223.4% | -41.2% |
| 3Y | +33.2% | -1.3% | +34.4% | +5.1% |
| 5Y | +921.6% | -48.4% | +970.0% | +713.3% |
| All | +921.6% | -50.4% | +972.0% | +713.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling