-2.5%
FSLY vs STZ
-35.4%
+32.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +1.1% |
| 7D | -22.4% | +3.4% | -25.9% | -22.1% |
| 30D | -45.5% | +19.6% | -65.1% | -44.4% |
| 3M | -30.4% | +8.0% | -38.4% | -29.3% |
| 6M | -22.1% | -0.3% | -21.8% | -20.8% |
| YTD | +57.0% | +8.6% | +48.4% | +54.1% |
| 1Y | +38.2% | +17.3% | +20.9% | +32.6% |
| 3Y | -2.5% | -34.7% | +32.2% | +1.4% |
| All | -2.5% | -35.4% | +32.9% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling