-2.5%
FSLY vs STLA
-73.7%
+71.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -22.4% | -6.4% | -16.1% | -20.4% |
| 30D | -45.5% | -1.3% | -44.1% | -45.2% |
| 3M | -30.4% | -19.9% | -10.5% | -25.3% |
| 6M | -22.1% | -42.9% | +20.8% | -5.9% |
| YTD | +57.0% | -59.4% | +116.4% | +109.2% |
| 1Y | +38.2% | -56.8% | +95.1% | +78.0% |
| 3Y | -2.5% | -73.1% | +70.6% | +10.0% |
| All | -2.5% | -73.7% | +71.2% | +10.0% |
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