-28.1%
FSLY vs STLA
-50.2%
+22.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.5% | +9.8% | +7.8% |
| 7D | -17.9% | -11.6% | -6.3% | -12.9% |
| 30D | -34.7% | -6.2% | -28.5% | -33.2% |
| 3M | -40.0% | -24.6% | -15.4% | -33.1% |
| 6M | -11.8% | -44.9% | +33.1% | +12.4% |
| YTD | +69.5% | -62.3% | +131.8% | +149.6% |
| 1Y | +44.0% | -61.8% | +105.8% | +109.5% |
| 3Y | +5.2% | -75.3% | +80.6% | +77.7% |
| 5Y | -65.6% | -72.5% | +6.9% | -46.8% |
| All | -28.1% | -50.2% | +22.1% | -7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling