+164.3%
FSLY vs SNY
+2.7%
+161.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.9% | +4.5% |
| 7D | -22.2% | +12.4% | -34.6% | -12.2% |
| 30D | -19.1% | +20.1% | -39.3% | -2.6% |
| 3M | -15.7% | +11.2% | -26.9% | -4.6% |
| 6M | -23.5% | +9.5% | -33.0% | -15.0% |
| YTD | +106.6% | +3.4% | +103.2% | +106.0% |
| 1Y | +164.3% | +2.0% | +162.2% | +167.0% |
| All | +164.3% | +2.7% | +161.5% | +167.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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