+56.5%
SLB vs FSLY
-26.3%
+82.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | +0.4% |
| 7D | -7.1% | -31.4% | +24.3% | -5.0% |
| 30D | +4.1% | -37.3% | +41.4% | +6.7% |
| 3M | -2.6% | -30.1% | +27.5% | -1.4% |
| 6M | -8.6% | -49.8% | +41.2% | -6.3% |
| YTD | +32.2% | +55.7% | -23.5% | +23.0% |
| 1Y | +40.7% | +44.5% | -3.8% | +31.4% |
| 3Y | -4.5% | -4.3% | -0.2% | -12.4% |
| 5Y | +66.4% | -68.2% | +134.5% | +58.1% |
| All | +56.5% | -26.3% | +82.7% | +5.5% |
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