+112.8%
SHOP vs FSLY
-7.5%
+120.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +4.4% | -11.9% | -8.1% |
| 7D | -4.1% | +3.5% | -7.6% | -4.5% |
| 30D | -11.5% | -6.4% | -5.1% | -11.3% |
| 3M | +21.1% | +10.9% | +10.2% | +18.9% |
| 6M | +3.0% | +6.7% | -3.7% | -3.1% |
| YTD | -16.7% | +111.1% | -127.8% | -31.2% |
| 1Y | -8.3% | +185.8% | -194.1% | -31.2% |
| 3Y | +112.8% | -6.6% | +119.4% | +74.4% |
| All | +112.8% | -7.5% | +120.3% | +74.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling