+16.5%
SNPS vs FSLY
-54.2%
+70.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.8% | -1.1% |
| 7D | -5.5% | +3.5% | -9.0% | -6.0% |
| 30D | -5.8% | -6.4% | +0.6% | -5.4% |
| 3M | -17.2% | +10.9% | -28.1% | -19.2% |
| 6M | -10.4% | +6.7% | -17.1% | -15.6% |
| YTD | -16.5% | +111.1% | -127.6% | -31.6% |
| 1Y | -35.6% | +185.8% | -221.4% | -51.0% |
| 3Y | -14.6% | -6.6% | -8.1% | -26.5% |
| 5Y | +16.5% | -52.4% | +68.9% | +0.1% |
| All | +16.5% | -54.2% | +70.7% | +0.1% |
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