+127.1%
SPGI vs FSLY
0.0%
+127.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.4% | -7.6% | -3.6% |
| 7D | -2.5% | +3.5% | -5.9% | -2.8% |
| 30D | +5.4% | -6.4% | +11.8% | +5.5% |
| 3M | +9.0% | +10.9% | -1.8% | +7.2% |
| 6M | +0.8% | +6.7% | -5.9% | -3.1% |
| YTD | -12.6% | +111.1% | -123.7% | -22.5% |
| 1Y | -16.1% | +185.8% | -201.9% | -28.7% |
| 3Y | +19.0% | -6.6% | +25.6% | +7.5% |
| 5Y | +5.1% | -52.4% | +57.5% | -6.1% |
| All | +127.1% | 0.0% | +127.2% | +59.2% |
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 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