+73.8%
SPYM vs FSLY
-66.1%
+140.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +3.3% | +11.8% | -8.5% | +2.4% |
| 30D | -2.6% | -36.5% | +33.9% | +0.2% |
| 3M | -1.7% | -39.7% | +38.0% | +0.9% |
| 6M | +3.1% | -9.7% | +12.8% | +2.1% |
| YTD | +12.0% | +68.9% | -56.9% | +0.8% |
| 1Y | +12.1% | +44.5% | -32.4% | +2.4% |
| 3Y | +78.5% | +4.8% | +73.7% | +58.2% |
| 5Y | +73.8% | -66.0% | +139.9% | +57.4% |
| All | +73.8% | -66.1% | +140.0% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling