-5.9%
SAP vs FSLY
+161.0%
-166.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | +1.3% | -22.2% | +23.5% | +1.9% |
| 30D | +15.5% | -19.1% | +34.7% | +16.0% |
| 3M | +22.8% | -15.7% | +38.5% | +22.8% |
| 6M | +42.5% | -23.5% | +65.9% | +41.9% |
| YTD | +0.5% | +106.6% | -106.1% | -2.2% |
| 1Y | -5.9% | +164.3% | -170.2% | -7.5% |
| All | -5.9% | +161.0% | -166.9% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 FSLY 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