+1.5%
SMR vs FSLY
+21.0%
-19.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | +4.7% | +7.5% | -2.8% | +3.5% |
| 30D | +3.2% | -21.1% | +24.3% | +6.8% |
| 3M | +9.9% | +21.8% | -11.9% | +5.1% |
| 6M | -15.1% | -0.1% | -15.0% | -19.4% |
| YTD | -27.9% | +123.1% | -151.0% | -43.0% |
| 1Y | -70.2% | +208.6% | -278.8% | -78.8% |
| 3Y | +72.5% | -1.3% | +73.7% | +38.5% |
| All | +1.5% | +21.0% | -19.5% | -25.5% |
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 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