-53.7%
SMR vs FSLY
-11.5%
-42.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.3% | 0.0% | -2.7% |
| 7D | -8.3% | +4.9% | -13.1% | -9.0% |
| 30D | -20.1% | -33.5% | +13.5% | -14.7% |
| 3M | -52.7% | -44.6% | -8.1% | -48.5% |
| 6M | -61.0% | -9.2% | -51.8% | -61.1% |
| YTD | -67.1% | +63.3% | -130.4% | -72.8% |
| 1Y | -79.9% | +45.3% | -125.2% | -82.9% |
| 3Y | +101.7% | +3.7% | +98.0% | +63.6% |
| All | -53.7% | -11.5% | -42.2% | -64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling