+4,800.5%
SNDK vs FSLY
+187.5%
+4,613.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.7% | -4.2% | +0.3% |
| 7D | +13.6% | +11.2% | +2.4% | +11.0% |
| 30D | +42.5% | -18.2% | +60.7% | +48.1% |
| 3M | +7.1% | +21.9% | -14.8% | +2.1% |
| 6M | +199.7% | +4.0% | +195.6% | +185.1% |
| YTD | +643.2% | +123.1% | +520.1% | +493.6% |
| 1Y | +2,402.0% | +196.9% | +2,205.2% | +1,649.2% |
| All | +4,800.5% | +187.5% | +4,613.0% | +3,334.4% |
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