+29.9%
SPGI vs FSLY
+2.5%
+27.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.2% |
| 7D | +1.2% | +4.9% | -3.6% | +1.1% |
| 30D | +15.9% | -33.5% | +49.4% | +17.0% |
| 3M | +12.3% | -44.6% | +56.9% | +13.7% |
| 6M | +23.7% | -9.2% | +32.9% | +22.7% |
| YTD | -3.5% | +63.3% | -66.8% | -8.5% |
| 1Y | +0.4% | +45.3% | -44.9% | -4.2% |
| 3Y | +29.9% | +3.7% | +26.1% | +17.0% |
| All | +29.9% | +2.5% | +27.4% | +17.0% |
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