-47.7%
SNAP vs FSLY
-13.5%
-34.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.5% | -3.7% |
| 7D | +0.7% | -10.6% | +11.4% | +2.2% |
| 30D | +2.6% | -20.9% | +23.5% | +5.0% |
| 3M | -9.9% | +3.4% | -13.3% | -11.3% |
| 6M | +1.9% | +2.7% | -0.9% | -3.4% |
| YTD | -32.2% | +102.3% | -134.5% | -43.7% |
| 1Y | -22.8% | +182.1% | -204.9% | -40.8% |
| All | -47.7% | -13.5% | -34.2% | -54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling