-11.9%
FSLY vs STLA
-64.4%
+52.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -3.0% |
| 7D | -10.6% | +2.6% | -13.2% | -11.4% |
| 30D | -20.9% | -1.2% | -19.7% | -20.6% |
| 3M | +3.4% | -24.8% | +28.2% | +14.7% |
| 6M | +2.7% | -25.6% | +28.3% | +13.5% |
| YTD | +102.3% | -48.9% | +151.2% | +151.9% |
| 1Y | +182.1% | -38.8% | +220.8% | +216.4% |
| All | -11.9% | -64.4% | +52.5% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling