+70.8%
SAP vs FSLY
-68.3%
+139.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.1% | -7.2% | -4.4% |
| 7D | -0.7% | -31.4% | +30.8% | +2.0% |
| 30D | +11.1% | -37.3% | +48.4% | +14.5% |
| 3M | +17.0% | -30.1% | +47.2% | +18.6% |
| 6M | +34.8% | -49.8% | +84.6% | +38.6% |
| YTD | -2.2% | +55.7% | -57.9% | -13.1% |
| 1Y | -6.4% | +44.5% | -50.9% | -16.4% |
| 3Y | +75.1% | -4.3% | +79.5% | +53.4% |
| All | +70.8% | -68.3% | +139.1% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling