-52.4%
SNAP vs FSLY
-4.2%
-48.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.5% | -3.4% |
| 7D | +0.7% | -10.6% | +11.4% | +3.4% |
| 30D | +2.6% | -20.9% | +23.5% | +6.7% |
| 3M | -9.9% | +3.4% | -13.3% | -12.5% |
| 6M | +1.9% | +2.7% | -0.9% | -7.9% |
| YTD | -32.2% | +102.3% | -134.5% | -52.4% |
| 1Y | -22.8% | +182.1% | -204.9% | -51.7% |
| 3Y | -47.6% | -14.6% | -33.0% | -59.6% |
| 5Y | -92.7% | -55.9% | -36.8% | -94.2% |
| All | -52.4% | -4.2% | -48.2% | -72.3% |
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