-18.4%
SNOW vs FSLY
-65.4%
+47.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.3% | -4.4% | +0.1% |
| 7D | +3.7% | -17.9% | +21.6% | +8.5% |
| 30D | -16.4% | -34.7% | +18.3% | -6.9% |
| 3M | -9.9% | -40.0% | +30.2% | +0.9% |
| 6M | +98.8% | -11.8% | +110.7% | +95.7% |
| YTD | +37.3% | +69.5% | -32.2% | -8.9% |
| 1Y | +11.0% | +44.0% | -32.9% | -22.0% |
| 3Y | +87.8% | +5.2% | +82.5% | +20.2% |
| 5Y | -18.4% | -65.6% | +47.2% | -24.4% |
| All | -18.4% | -65.4% | +47.0% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling