+368.8%
SNXX vs FSLY
+119.0%
+249.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.0% | -9.0% | -7.7% |
| 7D | -12.0% | +12.5% | -24.5% | -15.4% |
| 30D | +37.9% | -18.8% | +56.8% | +47.7% |
| 3M | -52.7% | +22.7% | -75.3% | -55.5% |
| 6M | +194.8% | -3.7% | +198.5% | +193.7% |
| All | +368.8% | +119.0% | +249.8% | +323.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling