-2.6%
SW vs FSLY
-68.3%
+65.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -1.2% |
| 7D | +2.3% | -31.4% | +33.8% | +5.1% |
| 30D | +6.8% | -37.3% | +44.1% | +10.1% |
| 3M | -5.2% | -30.1% | +24.9% | -3.9% |
| 6M | +7.4% | -49.8% | +57.2% | +10.6% |
| YTD | +17.4% | +55.7% | -38.3% | +5.7% |
| 1Y | +27.1% | +44.5% | -17.4% | +15.1% |
| 3Y | +47.9% | -4.3% | +52.2% | +30.6% |
| All | -2.6% | -68.3% | +65.7% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling