+111.4%
SW vs FSLY
-28.5%
+139.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -26.9% | +25.4% | +0.1% |
| 7D | +4.7% | -40.0% | +44.7% | +7.4% |
| 30D | +5.0% | -39.7% | +44.7% | +7.5% |
| 3M | -7.3% | -40.9% | +33.6% | -5.5% |
| 6M | +15.0% | -52.5% | +67.5% | +17.7% |
| YTD | +18.5% | +51.1% | -32.6% | +11.3% |
| 1Y | +27.1% | +90.6% | -63.5% | +17.1% |
| 3Y | +49.3% | -12.4% | +61.7% | +38.9% |
| 5Y | -1.6% | -69.1% | +67.5% | -10.1% |
| All | +111.4% | -28.5% | +139.9% | +89.7% |
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