+319.5%
SN vs FSLY
+15.7%
+303.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.8% |
| 7D | -9.3% | -10.6% | +1.3% | -8.2% |
| 30D | -4.8% | -20.9% | +16.1% | -3.0% |
| 3M | +40.4% | +3.4% | +37.0% | +39.0% |
| 6M | +50.9% | +2.7% | +48.2% | +45.4% |
| YTD | +54.9% | +102.3% | -47.3% | +35.4% |
| 1Y | +43.0% | +182.1% | -139.0% | +18.8% |
| 3Y | +391.8% | -14.6% | +406.4% | +229.4% |
| All | +319.5% | +15.7% | +303.9% | +245.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling