+185.8%
FSLY vs STLA
-40.1%
+225.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.1% | +7.4% | +5.1% |
| 7D | +3.5% | +0.7% | +2.7% | +3.2% |
| 30D | -6.4% | -2.4% | -4.0% | -5.8% |
| 3M | +10.9% | -23.9% | +34.8% | +18.8% |
| 6M | +6.7% | -24.6% | +31.3% | +13.7% |
| YTD | +111.1% | -50.5% | +161.6% | +138.8% |
| 1Y | +185.8% | -39.8% | +225.6% | +175.8% |
| All | +185.8% | -40.1% | +225.9% | +175.8% |
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