+14.6%
SNOW vs FSLY
-79.9%
+94.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.7% | -1.6% |
| 7D | +5.5% | +4.9% | +0.6% | +4.1% |
| 30D | -13.2% | -33.5% | +20.4% | -3.7% |
| 3M | -13.7% | -44.6% | +30.9% | -1.2% |
| 6M | +91.0% | -9.2% | +100.2% | +86.4% |
| YTD | +32.7% | +63.3% | -30.6% | -10.6% |
| 1Y | +13.3% | +45.3% | -32.0% | -20.8% |
| 3Y | +83.4% | +3.7% | +79.6% | +19.0% |
| 5Y | -24.7% | -67.2% | +42.5% | -40.0% |
| All | +14.6% | -79.9% | +94.5% | -2.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling