-5.3%
FSLY vs STLA
-35.8%
+30.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.9% | +7.5% | +6.5% |
| 7D | +11.2% | +0.4% | +10.8% | +10.8% |
| 30D | -18.2% | -5.2% | -13.0% | -16.6% |
| 3M | +21.9% | -24.9% | +46.8% | +37.3% |
| 6M | +4.0% | -25.2% | +29.2% | +16.8% |
| YTD | +123.1% | -51.4% | +174.5% | +196.8% |
| 1Y | +196.9% | -40.7% | +237.6% | +250.9% |
| 3Y | -1.3% | -66.3% | +65.0% | +45.9% |
| 5Y | -50.2% | -63.2% | +13.0% | -31.4% |
| All | -5.3% | -35.8% | +30.5% | +9.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling