+80.7%
SAP vs FSLY
-67.3%
+148.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +0.6% |
| 7D | +0.6% | +4.9% | -4.2% | +0.2% |
| 30D | +6.5% | -33.5% | +40.1% | +9.4% |
| 3M | +12.2% | -44.6% | +56.9% | +16.3% |
| 6M | +46.1% | -9.2% | +55.3% | +43.9% |
| YTD | -1.6% | +63.3% | -64.9% | -12.9% |
| 1Y | -5.1% | +45.3% | -50.4% | -15.1% |
| 3Y | +68.4% | +3.7% | +64.6% | +46.2% |
| All | +80.7% | -67.3% | +148.0% | +60.7% |
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