+133.1%
SHW vs FSLY
+5.6%
+127.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -4.5% | +7.5% | -12.0% | -5.0% |
| 30D | -12.7% | -21.1% | +8.4% | -11.4% |
| 3M | +4.7% | +21.8% | -17.1% | +2.6% |
| 6M | -3.4% | -0.1% | -3.3% | -6.0% |
| YTD | -1.3% | +123.1% | -124.4% | -11.8% |
| 1Y | -10.4% | +208.6% | -218.9% | -22.8% |
| 3Y | +20.1% | -1.3% | +21.4% | +9.3% |
| 5Y | +10.5% | -48.4% | +58.9% | -1.3% |
| All | +133.1% | +5.6% | +127.5% | +63.7% |
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