+308.6%
SPOT vs FSLY
-4.2%
+312.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.6% | -2.8% |
| 7D | -0.9% | -10.6% | +9.7% | +0.6% |
| 30D | +12.5% | -20.9% | +33.4% | +15.2% |
| 3M | +9.9% | +3.4% | +6.5% | +7.7% |
| 6M | +1.6% | +2.7% | -1.2% | -5.3% |
| YTD | -6.6% | +102.3% | -108.9% | -25.9% |
| 1Y | -22.9% | +182.1% | -205.0% | -44.1% |
| 3Y | +244.3% | -14.6% | +258.8% | +187.4% |
| 5Y | +117.8% | -55.9% | +173.7% | +80.6% |
| All | +308.6% | -4.2% | +312.8% | +185.9% |
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