+3.6%
SNOW vs FSLY
-49.3%
+52.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.7% | -6.9% | -2.8% |
| 7D | +8.4% | +11.2% | -2.8% | +5.3% |
| 30D | -1.0% | -18.2% | +17.2% | +4.0% |
| 3M | +38.3% | +21.9% | +16.4% | +28.2% |
| 6M | +81.3% | +4.0% | +77.3% | +59.9% |
| YTD | +51.1% | +123.1% | -72.0% | -4.6% |
| 1Y | +47.0% | +196.9% | -149.9% | -20.5% |
| 3Y | +99.7% | -1.3% | +101.0% | +41.2% |
| 5Y | +3.6% | -50.2% | +53.8% | -26.3% |
| All | +3.6% | -49.3% | +52.9% | -26.3% |
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