+257.9%
SPOT vs FSLY
+2.5%
+255.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.3% | +5.7% | +2.4% |
| 7D | +1.6% | +4.9% | -3.3% | +1.5% |
| 30D | +16.9% | -33.5% | +50.4% | +17.5% |
| 3M | +23.0% | -44.6% | +67.6% | +23.9% |
| 6M | +42.2% | -9.2% | +51.4% | +41.5% |
| YTD | +5.5% | +63.3% | -57.8% | +2.3% |
| 1Y | -5.1% | +45.3% | -50.3% | -7.3% |
| 3Y | +257.9% | +3.7% | +254.2% | +229.9% |
| All | +257.9% | +2.5% | +255.4% | +229.9% |
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 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