+54.8%
SRE vs FSLY
-22.7%
+77.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +0.8% |
| 7D | +1.8% | +4.9% | -3.1% | +1.6% |
| 30D | -3.0% | -33.5% | +30.5% | -1.7% |
| 3M | -7.3% | -44.6% | +37.4% | -5.7% |
| 6M | -11.9% | -9.2% | -2.7% | -12.6% |
| YTD | -7.9% | +63.3% | -71.1% | -12.8% |
| 1Y | -11.1% | +45.3% | -56.4% | -15.5% |
| 3Y | +24.8% | +3.7% | +21.1% | +16.8% |
| 5Y | +52.4% | -67.2% | +119.5% | +45.9% |
| All | +54.8% | -22.7% | +77.5% | +13.1% |
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