+31.8%
SRE vs FSLY
-7.5%
+39.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.7% | +1.6% |
| 7D | +1.4% | +3.5% | -2.0% | +1.3% |
| 30D | +1.9% | -6.4% | +8.3% | +1.9% |
| 3M | -3.3% | +10.9% | -14.2% | -4.0% |
| 6M | -6.4% | +6.7% | -13.1% | -7.9% |
| YTD | -1.8% | +111.1% | -112.9% | -6.8% |
| 1Y | +10.7% | +185.8% | -175.0% | +2.8% |
| 3Y | +31.8% | -6.6% | +38.4% | +18.9% |
| All | +31.8% | -7.5% | +39.3% | +18.9% |
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