+150.5%
SPMO vs FSLY
-47.3%
+197.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.4% |
| 7D | -0.9% | +12.5% | -13.4% | -1.8% |
| 30D | -1.9% | -18.8% | +16.9% | -0.6% |
| 3M | -1.4% | +22.7% | -24.0% | -3.3% |
| 6M | +25.5% | -3.7% | +29.2% | +23.0% |
| YTD | +24.8% | +127.5% | -102.7% | +13.1% |
| 1Y | +24.5% | +193.5% | -169.0% | +9.2% |
| 3Y | +157.1% | -1.3% | +158.5% | +135.8% |
| All | +150.5% | -47.3% | +197.9% | +127.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling