+455.3%
SN vs FSLY
-10.2%
+465.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.9% |
| 7D | +7.6% | -22.4% | +30.1% | +9.7% |
| 30D | +24.1% | -45.5% | +69.5% | +30.2% |
| 3M | +23.7% | -30.4% | +54.1% | +25.4% |
| 6M | +105.5% | -22.1% | +127.6% | +105.1% |
| YTD | +105.1% | +57.0% | +48.1% | +80.4% |
| 1Y | +148.3% | +38.2% | +110.0% | +121.8% |
| 3Y | +438.7% | -2.5% | +441.2% | +344.8% |
| All | +455.3% | -10.2% | +465.6% | +360.5% |
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