+62.2%
SRE vs FSLY
-4.2%
+66.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.5% |
| 7D | -0.3% | -10.6% | +10.3% | +0.1% |
| 30D | -0.7% | -20.9% | +20.2% | -0.1% |
| 3M | -6.3% | +3.4% | -9.7% | -6.9% |
| 6M | -10.7% | +2.7% | -13.4% | -12.2% |
| YTD | -3.5% | +102.3% | -105.7% | -8.9% |
| 1Y | +5.3% | +182.1% | -176.8% | -2.8% |
| 3Y | +31.8% | -14.6% | +46.3% | +25.1% |
| 5Y | +47.4% | -55.9% | +103.3% | +39.8% |
| All | +62.2% | -4.2% | +66.4% | +18.1% |
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 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