+129.3%
SO vs FSLY
-22.7%
+152.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.5% | +1.3% |
| 7D | +1.4% | +4.9% | -3.5% | +1.3% |
| 30D | +4.7% | -33.5% | +38.2% | +5.2% |
| 3M | +1.7% | -44.6% | +46.3% | +2.3% |
| 6M | +2.2% | -9.2% | +11.4% | +1.7% |
| YTD | +10.0% | +63.3% | -53.3% | +7.1% |
| 1Y | +6.0% | +45.3% | -39.2% | +3.5% |
| 3Y | +54.1% | +3.7% | +50.4% | +49.9% |
| 5Y | +79.6% | -67.2% | +146.8% | +78.0% |
| All | +129.3% | -22.7% | +152.0% | +78.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling