+436.7%
SHOP vs FSLY
-20.0%
+456.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | +2.1% | +11.8% | -9.7% | -0.7% |
| 30D | -16.8% | -36.5% | +19.7% | -8.5% |
| 3M | -2.4% | -39.7% | +37.3% | +6.4% |
| 6M | +47.0% | -9.7% | +56.7% | +42.0% |
| YTD | -8.8% | +68.9% | -77.7% | -39.0% |
| 1Y | -6.3% | +44.5% | -50.7% | -34.4% |
| 3Y | +139.3% | +4.8% | +134.5% | +55.4% |
| 5Y | -12.1% | -66.0% | +54.0% | -30.4% |
| All | +436.7% | -20.0% | +456.7% | +192.6% |
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