+1,033.1%
SMH vs FSLY
-4.2%
+1,037.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +3.0% |
| 7D | +2.5% | -10.6% | +13.1% | +4.1% |
| 30D | -0.5% | -20.9% | +20.4% | +2.1% |
| 3M | -9.6% | +3.4% | -13.1% | -11.0% |
| 6M | +42.1% | +2.7% | +39.3% | +34.7% |
| YTD | +57.4% | +102.3% | -44.8% | +29.3% |
| 1Y | +96.2% | +182.1% | -85.8% | +49.3% |
| 3Y | +267.9% | -14.6% | +282.5% | +216.9% |
| 5Y | +327.7% | -55.9% | +383.6% | +264.3% |
| All | +1,033.1% | -4.2% | +1,037.3% | +633.9% |
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 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