+4,437.1%
SNDK vs FSLY
+193.2%
+4,243.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.0% | -5.5% | -3.9% |
| 7D | -6.1% | +12.5% | -18.6% | -8.4% |
| 30D | +21.5% | -18.8% | +40.3% | +26.4% |
| 3M | -13.2% | +22.7% | -35.9% | -17.4% |
| 6M | +149.2% | -3.7% | +152.9% | +140.0% |
| YTD | +588.1% | +127.5% | +460.6% | +447.2% |
| 1Y | +1,837.5% | +193.5% | +1,644.0% | +1,268.7% |
| All | +4,437.1% | +193.2% | +4,243.9% | +3,066.3% |
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 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