+106.2%
SAP vs FSLY
-19.7%
+125.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.3% | -6.1% | -0.4% |
| 7D | -2.5% | -17.9% | +15.5% | -1.3% |
| 30D | +7.5% | -34.7% | +42.2% | +10.5% |
| 3M | +11.6% | -40.0% | +51.7% | +14.9% |
| 6M | +37.6% | -11.8% | +49.5% | +36.1% |
| YTD | -2.0% | +69.5% | -71.5% | -12.8% |
| 1Y | -6.4% | +44.0% | -50.3% | -15.5% |
| 3Y | +67.7% | +5.2% | +62.5% | +47.3% |
| 5Y | +75.7% | -65.6% | +141.3% | +58.7% |
| All | +106.2% | -19.7% | +125.9% | +55.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling