-75.5%
SMR vs FSLY
+210.9%
-286.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +2.0% | -17.7% | -15.7% |
| 7D | -11.2% | +12.5% | -23.7% | -11.7% |
| 30D | -10.2% | -18.8% | +8.6% | -9.7% |
| 3M | -10.0% | +22.7% | -32.7% | -10.9% |
| 6M | -30.5% | -3.7% | -26.8% | -30.6% |
| YTD | -39.2% | +127.5% | -166.7% | -35.8% |
| 1Y | -75.5% | +193.5% | -269.1% | -72.9% |
| All | -75.5% | +210.9% | -286.4% | -72.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling