-5.3%
FSLY vs STZ
-32.7%
+27.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.2% | +5.5% |
| 7D | +11.2% | -6.0% | +17.2% | +13.3% |
| 30D | -18.2% | -8.9% | -9.3% | -15.9% |
| 3M | +21.9% | -12.6% | +34.5% | +26.4% |
| 6M | +4.0% | -17.2% | +21.2% | +8.7% |
| YTD | +123.1% | -10.0% | +133.1% | +120.4% |
| 1Y | +196.9% | -14.3% | +211.2% | +197.6% |
| 3Y | -1.3% | -49.9% | +48.7% | +25.9% |
| 5Y | -50.2% | -38.2% | -12.0% | -41.9% |
| All | -5.3% | -32.7% | +27.3% | +13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling