-2.2%
SHOP vs FSLY
-69.6%
+67.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.9% |
| 7D | -2.7% | -22.4% | +19.8% | +2.7% |
| 30D | -11.0% | -45.5% | +34.5% | +1.5% |
| 3M | +0.3% | -30.4% | +30.7% | +4.8% |
| 6M | +37.7% | -22.1% | +59.8% | +38.0% |
| YTD | -5.5% | +57.0% | -62.5% | -37.6% |
| 1Y | -0.2% | +38.2% | -38.5% | -31.3% |
| 3Y | +151.9% | -2.5% | +154.4% | +58.2% |
| 5Y | -2.2% | -68.8% | +66.6% | -15.4% |
| All | -2.2% | -69.6% | +67.4% | -15.4% |
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 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