+2.7%
FSLY vs STZ
-17.1%
+19.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.8% |
| 7D | -10.6% | -1.9% | -8.7% | -11.4% |
| 30D | -20.9% | -1.9% | -19.0% | -21.1% |
| 3M | +3.4% | -6.2% | +9.6% | +2.0% |
| 6M | +2.7% | -14.0% | +16.8% | -2.7% |
| All | +2.7% | -17.1% | +19.8% | -2.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling