-95.7%
SNDQ vs FSLY
-17.1%
-78.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.8% | -2.5% | -21.3% | -25.4% |
| 7D | -30.8% | -10.6% | -20.2% | -35.9% |
| 30D | -51.7% | -20.9% | -30.8% | -57.1% |
| 3M | -78.0% | +3.4% | -81.4% | -75.0% |
| All | -95.7% | -17.1% | -78.6% | -95.1% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling