+53.7%
SRE vs FSLY
-20.0%
+73.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | -1.1% | +11.8% | -12.8% | -1.5% |
| 30D | -4.1% | -36.5% | +32.4% | -2.7% |
| 3M | -7.3% | -39.7% | +32.4% | -6.1% |
| 6M | -14.1% | -9.7% | -4.5% | -14.7% |
| YTD | -8.5% | +68.9% | -77.4% | -13.5% |
| 1Y | -12.0% | +44.5% | -56.5% | -16.3% |
| 3Y | +23.4% | +4.8% | +18.5% | +15.4% |
| 5Y | +51.3% | -66.0% | +117.3% | +44.7% |
| All | +53.7% | -20.0% | +73.7% | +12.1% |
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