+196.8%
SPY vs FSLY
+5.6%
+191.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.1% | -0.9% |
| 7D | -0.4% | +11.2% | -11.5% | -1.2% |
| 30D | -1.4% | -18.2% | +16.8% | -0.1% |
| 3M | +3.7% | +21.9% | -18.2% | +1.5% |
| 6M | +13.0% | +4.0% | +9.0% | +9.4% |
| YTD | +12.4% | +123.1% | -110.7% | +0.1% |
| 1Y | +18.5% | +196.9% | -178.3% | +1.7% |
| 3Y | +77.6% | -1.3% | +78.9% | +61.0% |
| 5Y | +81.7% | -50.2% | +131.9% | +62.6% |
| All | +196.8% | +5.6% | +191.2% | +114.6% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling