+361.5%
SPOT vs FSLY
-22.7%
+384.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.3% | +5.7% | +2.8% |
| 7D | +1.6% | +4.9% | -3.3% | +0.9% |
| 30D | +16.9% | -33.5% | +50.4% | +22.1% |
| 3M | +23.0% | -44.6% | +67.6% | +30.1% |
| 6M | +42.2% | -9.2% | +51.4% | +38.2% |
| YTD | +5.5% | +63.3% | -57.8% | -15.6% |
| 1Y | -5.1% | +45.3% | -50.3% | -22.7% |
| 3Y | +257.9% | +3.7% | +254.2% | +175.8% |
| 5Y | +118.4% | -67.2% | +185.5% | +85.2% |
| All | +361.5% | -22.7% | +384.2% | +225.3% |
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