+89.4%
SAP vs FSLY
-4.2%
+93.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.7% |
| 7D | -2.9% | -10.6% | +7.7% | -2.0% |
| 30D | +9.0% | -20.9% | +29.9% | +10.7% |
| 3M | +14.9% | +3.4% | +11.5% | +13.8% |
| 6M | +11.9% | +2.7% | +9.2% | +8.0% |
| YTD | -9.9% | +102.3% | -112.2% | -20.0% |
| 1Y | -19.5% | +182.1% | -201.6% | -31.8% |
| 3Y | +61.8% | -14.6% | +76.4% | +47.4% |
| 5Y | +56.2% | -55.9% | +112.1% | +39.6% |
| All | +89.4% | -4.2% | +93.7% | +42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling