+1.3%
FSLR vs FSLY
+181.7%
-180.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.4% |
| 7D | 0.0% | -10.6% | +10.6% | +0.2% |
| 30D | -13.7% | -20.9% | +7.2% | -13.3% |
| 3M | -35.1% | +3.4% | -38.5% | -35.3% |
| 6M | +3.6% | +2.7% | +0.9% | +3.7% |
| YTD | -21.7% | +102.3% | -124.0% | -20.1% |
| 1Y | +1.3% | +182.1% | -180.8% | +0.3% |
| All | +1.3% | +181.7% | -180.4% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling