+164.3%
FSLY vs STLA
-53.0%
+217.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -0.7% |
| 7D | -22.2% | -0.6% | -21.5% | -22.2% |
| 30D | -19.1% | +3.6% | -22.7% | -19.6% |
| 3M | -15.7% | -20.6% | +5.0% | -11.9% |
| 6M | -23.5% | -34.3% | +10.8% | -16.4% |
| YTD | +106.6% | -57.3% | +163.9% | +121.1% |
| 1Y | +164.3% | -52.6% | +216.9% | +174.7% |
| All | +164.3% | -53.0% | +217.2% | +174.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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