+23.4%
SHW vs FSLY
-7.5%
+30.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.4% | -6.7% | -2.5% |
| 7D | -1.2% | +3.5% | -4.6% | -1.3% |
| 30D | -11.6% | -6.4% | -5.2% | -11.6% |
| 3M | +9.1% | +10.9% | -1.8% | +8.2% |
| 6M | -0.7% | +6.7% | -7.4% | -2.8% |
| YTD | +1.4% | +111.1% | -109.7% | -5.9% |
| 1Y | -12.3% | +185.8% | -198.0% | -21.2% |
| 3Y | +23.4% | -6.6% | +29.9% | +16.7% |
| All | +23.4% | -7.5% | +30.9% | +16.7% |
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 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