+129.5%
SO vs FSLY
-24.5%
+154.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | +0.1% |
| 7D | -0.1% | -22.9% | +22.8% | +0.2% |
| 30D | +8.7% | -44.6% | +53.3% | +9.4% |
| 3M | +3.4% | -41.5% | +44.9% | +3.9% |
| 6M | +3.7% | -20.8% | +24.5% | +3.5% |
| YTD | +10.0% | +59.5% | -49.5% | +7.2% |
| 1Y | +6.6% | +36.1% | -29.5% | +4.1% |
| 3Y | +52.5% | -1.0% | +53.5% | +48.5% |
| 5Y | +76.1% | -66.9% | +143.0% | +74.3% |
| All | +129.5% | -24.5% | +154.0% | +78.6% |
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 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