+130.8%
SLB vs FSLY
-55.9%
+186.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.3% |
| 7D | +0.8% | -10.6% | +11.5% | +1.5% |
| 30D | +15.8% | -20.9% | +36.7% | +17.0% |
| 3M | -0.3% | +3.4% | -3.8% | -1.0% |
| 6M | +21.3% | +2.7% | +18.6% | +19.0% |
| YTD | +52.3% | +102.3% | -50.0% | +41.9% |
| 1Y | +63.6% | +182.1% | -118.4% | +47.4% |
| 3Y | +3.8% | -14.6% | +18.3% | -3.2% |
| All | +130.8% | -55.9% | +186.7% | +122.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling