+86.2%
SAP vs FSLY
0.0%
+86.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.4% | -6.1% | -2.1% |
| 7D | -0.3% | +3.5% | -3.7% | -0.6% |
| 30D | +2.6% | -6.4% | +9.0% | +2.7% |
| 3M | +16.3% | +10.9% | +5.4% | +14.4% |
| 6M | +6.4% | +6.7% | -0.3% | +2.4% |
| YTD | -11.4% | +111.1% | -122.5% | -21.7% |
| 1Y | -20.4% | +185.8% | -206.2% | -32.6% |
| 3Y | +56.5% | -6.6% | +63.1% | +41.3% |
| 5Y | +56.8% | -52.4% | +109.2% | +39.3% |
| All | +86.2% | 0.0% | +86.3% | +39.5% |
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 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