-5.3%
FSLY vs SNY
+36.7%
-42.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +7.5% | -3.6% | +11.2% | +8.5% |
| 30D | -21.1% | -1.9% | -19.2% | -20.8% |
| 3M | +21.8% | -2.0% | +23.7% | +22.0% |
| 6M | -0.1% | +2.5% | -2.7% | -1.4% |
| YTD | +123.1% | -7.0% | +130.0% | +124.1% |
| 1Y | +208.6% | -4.4% | +212.9% | +205.7% |
| 3Y | -1.3% | -8.4% | +7.1% | -3.1% |
| 5Y | -48.4% | +9.5% | -57.9% | -55.4% |
| All | -5.3% | +36.7% | -42.0% | -27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling