-42.6%
SNAP vs FSLY
+41.0%
-83.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | +2.6% | +11.8% | -9.2% | +1.6% |
| 30D | -19.6% | -36.5% | +17.0% | -17.1% |
| 3M | +0.4% | -39.7% | +40.1% | +3.3% |
| 6M | -5.9% | -9.7% | +3.7% | -5.8% |
| YTD | -35.3% | +68.9% | -104.2% | -35.7% |
| 1Y | -42.6% | +44.5% | -87.0% | -42.1% |
| All | -42.6% | +41.0% | -83.6% | -42.1% |
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