+196.1%
SPYM vs FSLY
+5.6%
+190.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.0% | +7.5% | -9.5% | -2.5% |
| 30D | -1.6% | -21.1% | +19.5% | -0.1% |
| 3M | +4.7% | +21.8% | -17.0% | +2.5% |
| 6M | +12.6% | -0.1% | +12.7% | +9.4% |
| YTD | +11.8% | +123.1% | -111.3% | -0.5% |
| 1Y | +17.5% | +208.6% | -191.0% | +0.4% |
| 3Y | +77.0% | -1.3% | +78.2% | +60.4% |
| 5Y | +82.6% | -48.4% | +131.0% | +63.1% |
| All | +196.1% | +5.6% | +190.5% | +112.4% |
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