-52.7%
SNAP vs FSLY
0.0%
-52.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -1.8% |
| 7D | +1.5% | +3.5% | -2.0% | +0.6% |
| 30D | +1.9% | -6.4% | +8.3% | +1.9% |
| 3M | -3.9% | +10.9% | -14.8% | -8.2% |
| 6M | +5.2% | +6.7% | -1.5% | -5.7% |
| YTD | -32.7% | +111.1% | -143.8% | -53.2% |
| 1Y | -24.8% | +185.8% | -210.6% | -53.0% |
| 3Y | -42.2% | -6.6% | -35.6% | -56.6% |
| 5Y | -92.7% | -52.4% | -40.3% | -94.3% |
| All | -52.7% | 0.0% | -52.7% | -72.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling