-52.1%
SMR vs FSLY
-8.4%
-43.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.4% | -7.4% | -7.8% |
| 7D | +10.3% | +11.8% | -1.5% | +8.2% |
| 30D | -25.7% | -36.5% | +10.8% | -20.1% |
| 3M | -49.7% | -39.7% | -10.0% | -46.1% |
| 6M | -59.8% | -9.7% | -50.2% | -59.9% |
| YTD | -66.0% | +68.9% | -134.8% | -72.1% |
| 1Y | -81.4% | +44.5% | -125.9% | -84.2% |
| 3Y | +130.6% | +4.8% | +125.8% | +86.4% |
| All | -52.1% | -8.4% | -43.7% | -63.5% |
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 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