+323.8%
SN vs FSLY
+20.7%
+303.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.4% | -3.4% | +0.6% |
| 7D | +0.1% | +3.5% | -3.3% | -0.2% |
| 30D | -5.6% | -6.4% | +0.8% | -5.3% |
| 3M | +48.1% | +10.9% | +37.2% | +45.6% |
| 6M | +57.6% | +6.7% | +50.9% | +51.2% |
| YTD | +56.5% | +111.1% | -54.6% | +36.2% |
| 1Y | +52.6% | +185.8% | -133.2% | +26.6% |
| 3Y | +412.0% | -6.6% | +418.5% | +250.9% |
| All | +323.8% | +20.7% | +303.0% | +247.6% |
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