+1,036.1%
SMH vs FSLY
+7.7%
+1,028.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +1.2% |
| 7D | +0.3% | +12.5% | -12.2% | -1.5% |
| 30D | -2.8% | -18.8% | +16.0% | -0.1% |
| 3M | -6.7% | +22.7% | -29.4% | -10.5% |
| 6M | +41.8% | -3.7% | +45.5% | +35.8% |
| YTD | +57.9% | +127.5% | -69.6% | +27.4% |
| 1Y | +87.6% | +193.5% | -105.9% | +42.3% |
| 3Y | +282.9% | -1.3% | +284.3% | +222.6% |
| 5Y | +330.4% | -47.3% | +377.7% | +257.4% |
| All | +1,036.1% | +7.7% | +1,028.4% | +623.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling