+1,861.2%
SMCI vs FSLY
+5.6%
+1,855.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.7% | -9.0% | -4.2% |
| 7D | +5.2% | +11.2% | -5.9% | +3.5% |
| 30D | +23.7% | -18.2% | +41.9% | +27.1% |
| 3M | -4.2% | +21.9% | -26.1% | -7.8% |
| 6M | +21.7% | +4.0% | +17.7% | +15.6% |
| YTD | +33.0% | +123.1% | -90.1% | +7.4% |
| 1Y | -9.3% | +196.9% | -206.2% | -31.9% |
| 3Y | +38.7% | -1.3% | +40.0% | +15.2% |
| 5Y | +967.2% | -50.2% | +1,017.4% | +777.9% |
| All | +1,861.2% | +5.6% | +1,855.6% | +1,125.5% |
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 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