+78.8%
SPYM vs FSLY
+6.0%
+72.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +3.3% | +11.8% | -8.5% | +2.7% |
| 30D | -2.6% | -36.5% | +33.9% | -1.0% |
| 3M | -1.7% | -39.7% | +38.0% | -0.2% |
| 6M | +3.1% | -9.7% | +12.8% | +2.7% |
| YTD | +12.0% | +68.9% | -56.9% | +6.0% |
| 1Y | +12.1% | +44.5% | -32.4% | +7.2% |
| All | +78.8% | +6.0% | +72.7% | +61.7% |
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