+11.1%
SMR vs FSLY
+14.5%
-3.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +4.4% | +10.9% | +14.6% |
| 7D | +21.4% | +3.5% | +17.9% | +20.8% |
| 30D | +13.8% | -6.4% | +20.3% | +14.1% |
| 3M | +3.9% | +10.9% | -7.0% | +0.9% |
| 6M | -4.2% | +6.7% | -10.9% | -9.9% |
| YTD | -21.1% | +111.1% | -132.2% | -37.0% |
| 1Y | -67.1% | +185.8% | -252.8% | -76.2% |
| 3Y | +88.9% | -6.6% | +95.4% | +53.0% |
| All | +11.1% | +14.5% | -3.4% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling