+293.0%
SPOT vs FSLY
+5.6%
+287.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -6.9% | +7.5% | -14.4% | -7.9% |
| 30D | +4.1% | -21.1% | +25.2% | +7.0% |
| 3M | +3.7% | +21.8% | -18.1% | -0.7% |
| 6M | -1.6% | -0.1% | -1.5% | -7.5% |
| YTD | -10.2% | +123.1% | -133.2% | -29.7% |
| 1Y | -25.9% | +208.6% | -234.5% | -47.0% |
| 3Y | +235.6% | -1.3% | +236.8% | +173.0% |
| 5Y | +110.6% | -48.4% | +158.9% | +70.6% |
| All | +293.0% | +5.6% | +287.4% | +170.9% |
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 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