-56.8%
SNAP vs FSLY
-26.3%
-30.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.1% | -5.6% | -3.3% |
| 7D | -7.1% | -31.4% | +24.3% | +1.0% |
| 30D | -14.6% | -37.3% | +22.7% | -5.9% |
| 3M | -5.0% | -30.1% | +25.1% | -0.6% |
| 6M | -18.8% | -49.8% | +31.0% | -11.4% |
| YTD | -38.5% | +55.7% | -94.2% | -55.2% |
| 1Y | -38.1% | +44.5% | -82.6% | -54.1% |
| 3Y | -53.8% | -4.3% | -49.4% | -66.9% |
| 5Y | -90.7% | -68.2% | -22.5% | -92.2% |
| All | -56.8% | -26.3% | -30.6% | -73.9% |
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