+199.3%
SPYM vs FSLY
0.0%
+199.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -4.9% | -0.9% |
| 7D | +0.6% | +3.5% | -2.9% | +0.3% |
| 30D | -0.9% | -6.4% | +5.5% | -0.8% |
| 3M | +3.9% | +10.9% | -7.0% | +2.4% |
| 6M | +14.5% | +6.7% | +7.8% | +10.7% |
| YTD | +13.0% | +111.1% | -98.1% | +1.1% |
| 1Y | +19.4% | +185.8% | -166.3% | +2.7% |
| 3Y | +78.9% | -6.6% | +85.4% | +62.9% |
| 5Y | +82.3% | -52.4% | +134.7% | +63.9% |
| All | +199.3% | 0.0% | +199.4% | +115.6% |
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 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