+88.9%
SMR vs FSLY
-7.5%
+96.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +4.4% | +10.9% | +14.4% |
| 7D | +21.4% | +3.5% | +17.9% | +20.7% |
| 30D | +13.8% | -6.4% | +20.3% | +14.2% |
| 3M | +3.9% | +10.9% | -7.0% | +0.4% |
| 6M | -4.2% | +6.7% | -10.9% | -11.4% |
| YTD | -21.1% | +111.1% | -132.2% | -40.3% |
| 1Y | -67.1% | +185.8% | -252.8% | -78.6% |
| 3Y | +88.9% | -6.6% | +95.4% | +31.9% |
| All | +88.9% | -7.5% | +96.3% | +31.9% |
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