+21.7%
SMCI vs FSLY
+15.6%
+6.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.7% | -9.0% | -4.1% |
| 7D | +5.2% | +11.2% | -5.9% | +3.6% |
| 30D | +23.7% | -18.2% | +41.9% | +26.8% |
| 3M | -4.2% | +21.9% | -26.1% | -6.7% |
| 6M | +21.7% | +4.0% | +17.7% | +1.5% |
| All | +21.7% | +15.6% | +6.2% | +1.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling