0.0%
FSLR vs FSLY
+205.2%
-205.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +5.7% | -10.4% | -4.9% |
| 7D | +0.2% | +11.2% | -10.9% | 0.0% |
| 30D | -15.1% | -18.2% | +3.0% | -14.9% |
| 3M | -22.5% | +21.9% | -44.4% | -23.1% |
| 6M | +4.0% | +4.0% | -0.1% | +3.7% |
| YTD | -22.3% | +123.1% | -145.3% | -20.8% |
| 1Y | 0.0% | +196.9% | -196.8% | -0.8% |
| All | 0.0% | +205.2% | -205.2% | -0.8% |
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