+199.9%
SPY vs FSLY
-4.2%
+204.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.2% |
| 7D | +0.1% | -10.6% | +10.7% | +0.9% |
| 30D | +0.1% | -20.9% | +21.0% | +1.4% |
| 3M | +2.0% | +3.4% | -1.4% | +1.0% |
| 6M | +13.0% | +2.7% | +10.3% | +9.5% |
| YTD | +13.5% | +102.3% | -88.7% | +1.9% |
| 1Y | +20.0% | +182.1% | -162.1% | +3.2% |
| 3Y | +77.2% | -14.6% | +91.8% | +62.6% |
| 5Y | +81.9% | -55.9% | +137.8% | +64.3% |
| All | +199.9% | -4.2% | +204.1% | +118.5% |
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