+32.8%
SNOW vs FSLY
-75.1%
+107.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.5% | -2.9% | -4.7% |
| 7D | +2.8% | -10.6% | +13.4% | +6.2% |
| 30D | +6.4% | -20.9% | +27.3% | +12.0% |
| 3M | +38.1% | +3.4% | +34.7% | +33.9% |
| 6M | +100.4% | +2.7% | +97.6% | +77.1% |
| YTD | +53.7% | +102.3% | -48.5% | 0.0% |
| 1Y | +52.0% | +182.1% | -130.1% | -16.1% |
| 3Y | +114.7% | -14.6% | +129.2% | +58.0% |
| 5Y | +8.8% | -55.9% | +64.7% | -19.1% |
| All | +32.8% | -75.1% | +107.9% | +8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling