+47.9%
SO vs FSLY
-9.9%
+57.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.1% | -1.0% |
| 7D | -1.5% | -31.4% | +30.0% | -1.8% |
| 30D | +8.1% | -37.3% | +45.4% | +7.6% |
| 3M | +0.2% | -30.1% | +30.3% | -0.1% |
| 6M | +0.4% | -49.8% | +50.2% | +0.2% |
| YTD | +8.5% | +55.7% | -47.2% | +8.6% |
| 1Y | +4.9% | +44.5% | -39.5% | +5.0% |
| 3Y | +47.9% | -4.3% | +52.3% | +50.6% |
| All | +47.9% | -9.9% | +57.8% | +50.6% |
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