+447.8%
SN vs FSLY
-6.6%
+454.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.3% | +6.2% | +3.1% |
| 7D | +1.5% | +4.9% | -3.3% | +1.1% |
| 30D | +21.5% | -33.5% | +55.0% | +25.2% |
| 3M | +20.0% | -44.6% | +64.7% | +24.8% |
| 6M | +119.9% | -9.2% | +129.2% | +116.1% |
| YTD | +102.3% | +63.3% | +39.1% | +77.3% |
| 1Y | +148.0% | +45.3% | +102.7% | +120.3% |
| 3Y | +450.0% | +3.7% | +446.3% | +354.1% |
| All | +447.8% | -6.6% | +454.4% | +352.4% |
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