+142.2%
SN vs FSLY
+36.0%
+106.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.9% |
| 7D | +7.6% | -22.4% | +30.1% | +9.0% |
| 30D | +24.1% | -45.5% | +69.5% | +28.0% |
| 3M | +23.7% | -30.4% | +54.1% | +24.6% |
| 6M | +105.5% | -22.1% | +127.6% | +104.9% |
| YTD | +105.1% | +57.0% | +48.1% | +91.7% |
| All | +142.2% | +36.0% | +106.2% | +136.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling