+31.4%
SNPS vs FSLY
-68.3%
+99.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.1% | -0.8% | +1.9% |
| 7D | -3.7% | -31.4% | +27.8% | +1.0% |
| 30D | -10.4% | -37.3% | +26.9% | -5.2% |
| 3M | +11.0% | -30.1% | +41.1% | +14.4% |
| 6M | -10.7% | -49.8% | +39.1% | -5.7% |
| YTD | -4.1% | +55.7% | -59.8% | -19.0% |
| 1Y | +13.7% | +44.5% | -30.8% | -3.0% |
| 3Y | -8.1% | -4.3% | -3.7% | -23.5% |
| All | +31.4% | -68.3% | +99.7% | +28.0% |
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