-3.6%
SMR vs FSLY
+9.7%
-13.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.1% |
| 7D | +4.4% | -10.6% | +15.0% | +6.2% |
| 30D | +3.4% | -20.9% | +24.3% | +6.3% |
| 3M | -19.2% | +3.4% | -22.6% | -20.6% |
| 6M | -22.6% | +2.7% | -25.4% | -26.9% |
| YTD | -31.5% | +102.3% | -133.8% | -45.0% |
| 1Y | -73.1% | +182.1% | -255.1% | -80.5% |
| 3Y | +55.0% | -14.6% | +69.5% | +26.9% |
| All | -3.6% | +9.7% | -13.3% | -28.1% |
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