+489.2%
SPCX vs FSLY
+197.8%
+291.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -4.7% |
| 7D | +3.6% | +4.9% | -1.3% | +9.9% |
| 30D | -8.6% | -33.5% | +24.9% | -51.7% |
| 3M | -1.5% | -44.6% | +43.1% | -62.8% |
| 6M | +532.9% | -47.3% | +580.2% | +340.1% |
| YTD | +538.6% | +63.3% | +475.3% | +342.3% |
| 1Y | +442.9% | +45.3% | +397.6% | +276.0% |
| All | +489.2% | +197.8% | +291.4% | +309.2% |
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