-20.7%
SNAP vs FSLY
+161.0%
-181.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.2% | +6.1% | +5.9% |
| 7D | -0.7% | -22.2% | +21.5% | +1.3% |
| 30D | +5.5% | -19.1% | +24.7% | +7.0% |
| 3M | +2.2% | -15.7% | +17.9% | +2.5% |
| 6M | -4.1% | -23.5% | +19.4% | -4.4% |
| YTD | -26.6% | +106.6% | -133.3% | -32.2% |
| 1Y | -20.7% | +164.3% | -185.0% | -33.1% |
| All | -20.7% | +161.0% | -181.7% | -33.1% |
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