+423.6%
SN vs FSLY
-11.3%
+434.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.7% |
| 7D | -9.3% | -10.6% | +1.3% | -8.0% |
| 30D | -4.8% | -20.9% | +16.1% | -2.5% |
| 3M | +40.4% | +3.4% | +37.0% | +38.6% |
| 6M | +50.9% | +2.7% | +48.2% | +43.6% |
| YTD | +54.9% | +102.3% | -47.3% | +29.8% |
| 1Y | +43.0% | +182.1% | -139.0% | +11.3% |
| All | +423.6% | -11.3% | +434.9% | +365.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling