-3.5%
FSLY vs SNY
+36.8%
-40.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +12.5% | -3.3% | +15.8% | +13.4% |
| 30D | -18.8% | -2.2% | -16.7% | -18.5% |
| 3M | +22.7% | -3.0% | +25.7% | +23.3% |
| 6M | -3.7% | +2.7% | -6.4% | -5.0% |
| YTD | +127.5% | -6.8% | +134.4% | +128.5% |
| 1Y | +193.5% | -5.3% | +198.8% | +191.8% |
| 3Y | -1.3% | -9.8% | +8.5% | -2.4% |
| 5Y | -47.3% | +9.7% | -57.0% | -54.5% |
| All | -3.5% | +36.8% | -40.3% | -26.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling