+224.4%
SNPS vs FSLY
-4.2%
+228.7%
-42.3%
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% | -5.0% |
| 7D | -11.0% | -10.6% | -0.4% | -9.5% |
| 30D | -1.7% | -20.9% | +19.2% | +0.9% |
| 3M | -20.4% | +3.4% | -23.8% | -21.6% |
| 6M | -8.6% | +2.7% | -11.4% | -13.5% |
| YTD | -16.2% | +102.3% | -118.4% | -31.2% |
| 1Y | -34.6% | +182.1% | -216.6% | -50.1% |
| 3Y | -14.5% | -14.6% | +0.1% | -26.1% |
| 5Y | +17.0% | -55.9% | +72.9% | +0.9% |
| All | +224.4% | -4.2% | +228.7% | +112.7% |
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