+363.6%
SHOP vs FSLY
+5.6%
+358.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +5.7% | -11.1% | -6.9% |
| 7D | -10.6% | +11.2% | -21.8% | -13.2% |
| 30D | -18.3% | -18.2% | -0.1% | -14.8% |
| 3M | +14.8% | +21.9% | -7.1% | +6.9% |
| 6M | -5.0% | +4.0% | -9.1% | -16.1% |
| YTD | -21.2% | +123.1% | -144.3% | -49.2% |
| 1Y | -11.6% | +196.9% | -208.5% | -50.2% |
| 3Y | +101.2% | -1.3% | +102.5% | +42.0% |
| 5Y | -15.7% | -50.2% | +34.5% | -37.6% |
| All | +363.6% | +5.6% | +358.0% | +143.5% |
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