+59.7%
SLB vs FSLY
-19.7%
+79.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.3% | -4.2% | +1.7% |
| 7D | -1.2% | -17.9% | +16.8% | -0.1% |
| 30D | +4.5% | -34.7% | +39.2% | +7.0% |
| 3M | -4.6% | -40.0% | +35.5% | -2.3% |
| 6M | -6.3% | -11.8% | +5.6% | -6.8% |
| YTD | +35.0% | +69.5% | -34.6% | +24.9% |
| 1Y | +38.8% | +44.0% | -5.1% | +29.8% |
| 3Y | +3.3% | +5.2% | -2.0% | -5.8% |
| 5Y | +73.6% | -65.6% | +139.2% | +64.1% |
| All | +59.7% | -19.7% | +79.4% | +7.1% |
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