-4.1%
SAP vs FSLY
+36.0%
-40.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.7% |
| 7D | +1.6% | -22.4% | +24.1% | +2.2% |
| 30D | +10.5% | -45.5% | +56.0% | +12.4% |
| 3M | +15.2% | -30.4% | +45.6% | +15.6% |
| 6M | +36.7% | -22.1% | +58.8% | +36.4% |
| YTD | -0.6% | +57.0% | -57.5% | -4.4% |
| All | -4.1% | +36.0% | -40.1% | -7.2% |
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