+149.2%
SPGI vs FSLY
-25.7%
+174.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -0.9% | -22.4% | +21.6% | +0.8% |
| 30D | +15.5% | -45.5% | +61.0% | +20.2% |
| 3M | +15.7% | -30.4% | +46.1% | +17.1% |
| 6M | +19.1% | -22.1% | +41.2% | +18.7% |
| YTD | -4.1% | +57.0% | -61.0% | -14.0% |
| 1Y | +1.2% | +38.2% | -37.0% | -8.4% |
| 3Y | +31.6% | -2.5% | +34.1% | +16.3% |
| 5Y | +12.4% | -68.8% | +81.3% | +3.2% |
| All | +149.2% | -25.7% | +174.9% | +76.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling