+312.0%
SPMO vs FSLY
-4.2%
+316.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +1.8% |
| 7D | +2.0% | -10.6% | +12.6% | +2.9% |
| 30D | -0.4% | -20.9% | +20.5% | +1.1% |
| 3M | -1.9% | +3.4% | -5.3% | -2.7% |
| 6M | +25.0% | +2.7% | +22.3% | +21.4% |
| YTD | +26.0% | +102.3% | -76.2% | +13.3% |
| 1Y | +28.7% | +182.1% | -153.4% | +10.8% |
| 3Y | +160.9% | -14.6% | +175.5% | +139.6% |
| 5Y | +147.9% | -55.9% | +203.8% | +128.5% |
| All | +312.0% | -4.2% | +316.2% | +200.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling