+286.8%
SMH vs FSLY
-0.4%
+287.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.7% | -5.6% | -0.5% |
| 7D | +4.3% | +11.2% | -6.8% | +3.2% |
| 30D | +0.9% | -18.2% | +19.0% | +2.7% |
| 3M | -2.8% | +21.9% | -24.7% | -5.5% |
| 6M | +45.6% | +4.0% | +41.6% | +40.3% |
| YTD | +59.5% | +123.1% | -63.6% | +39.0% |
| 1Y | +93.4% | +196.9% | -103.4% | +58.8% |
| All | +286.8% | -0.4% | +287.2% | +236.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling