+147.9%
SPGI vs FSLY
-20.0%
+167.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | -0.8% | +11.8% | -12.6% | -1.7% |
| 30D | +14.3% | -36.5% | +50.8% | +17.6% |
| 3M | +14.5% | -39.7% | +54.2% | +17.5% |
| 6M | +17.3% | -9.7% | +27.0% | +15.5% |
| YTD | -4.6% | +68.9% | -73.4% | -15.0% |
| 1Y | +0.8% | +44.5% | -43.7% | -9.0% |
| 3Y | +28.8% | +4.8% | +24.0% | +13.1% |
| 5Y | +14.0% | -66.0% | +80.0% | +3.8% |
| All | +147.9% | -20.0% | +167.9% | +74.8% |
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