-33.4%
FSLY vs STZ
-18.7%
-14.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.1% |
| 7D | -22.4% | +3.4% | -25.9% | -23.2% |
| 30D | -45.5% | +19.6% | -65.1% | -48.8% |
| 3M | -30.4% | +8.0% | -38.4% | -32.7% |
| 6M | -22.1% | -0.3% | -21.8% | -23.0% |
| YTD | +57.0% | +8.6% | +48.4% | +45.1% |
| 1Y | +38.2% | +17.3% | +20.9% | +22.6% |
| 3Y | -2.5% | -34.7% | +32.2% | +11.3% |
| 5Y | -68.8% | -27.6% | -41.2% | -65.5% |
| All | -33.4% | -18.7% | -14.7% | -25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling