+102.2%
SNOW vs FSLY
-7.5%
+109.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -1.2% |
| 7D | +4.9% | +3.5% | +1.4% | +4.4% |
| 30D | +1.5% | -6.4% | +7.9% | +2.0% |
| 3M | +39.5% | +10.9% | +28.6% | +35.8% |
| 6M | +85.9% | +6.7% | +79.2% | +72.1% |
| YTD | +52.9% | +111.1% | -58.2% | +19.8% |
| 1Y | +48.1% | +185.8% | -137.7% | +4.3% |
| 3Y | +102.2% | -6.6% | +108.7% | +67.6% |
| All | +102.2% | -7.5% | +109.7% | +67.6% |
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