+164.3%
FSLY vs STZ
+14.7%
+149.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.3% | -5.5% | +3.8% |
| 7D | -22.2% | +13.0% | -35.2% | -14.1% |
| 30D | -19.1% | +29.4% | -48.5% | -2.1% |
| 3M | -15.7% | +11.6% | -27.3% | -6.5% |
| 6M | -23.5% | -0.2% | -23.3% | -21.7% |
| YTD | +106.6% | +8.6% | +98.1% | +134.3% |
| 1Y | +164.3% | +15.9% | +148.3% | +313.7% |
| All | +164.3% | +14.7% | +149.5% | +313.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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