+180.9%
FSLY vs STZ
-14.7%
+195.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -5.6% | +10.0% | +1.1% |
| 7D | +3.5% | -7.4% | +10.9% | -0.9% |
| 30D | -6.4% | -10.9% | +4.5% | -11.8% |
| 3M | +10.9% | -13.4% | +24.3% | +3.1% |
| 6M | +6.7% | -16.2% | +22.9% | -1.9% |
| YTD | +111.1% | -10.4% | +121.5% | +98.3% |
| All | +180.9% | -14.7% | +195.6% | +173.3% |
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