+223.9%
SNPS vs FSLY
+5.6%
+218.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.7% | -5.4% | -0.5% |
| 7D | -5.5% | +11.2% | -16.6% | -6.9% |
| 30D | -4.5% | -18.2% | +13.7% | -1.9% |
| 3M | -15.5% | +21.9% | -37.4% | -18.8% |
| 6M | -10.1% | +4.0% | -14.1% | -15.0% |
| YTD | -16.3% | +123.1% | -139.4% | -32.3% |
| 1Y | -34.9% | +196.9% | -231.8% | -50.7% |
| 3Y | -14.4% | -1.3% | -13.1% | -27.7% |
| 5Y | +17.9% | -50.2% | +68.1% | -0.1% |
| All | +223.9% | +5.6% | +218.3% | +109.3% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling