+47.6%
SOFI vs FSLY
-75.4%
+123.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.5% | -2.4% |
| 7D | +5.6% | +3.5% | +2.2% | +4.6% |
| 30D | -2.0% | -6.4% | +4.4% | -1.6% |
| 3M | +9.2% | +10.9% | -1.7% | +3.7% |
| 6M | -4.7% | +6.7% | -11.4% | -17.5% |
| YTD | -31.2% | +111.1% | -142.3% | -57.2% |
| 1Y | -30.6% | +185.8% | -216.4% | -63.8% |
| 3Y | +110.6% | -6.6% | +117.2% | +48.9% |
| 5Y | +16.4% | -52.4% | +68.8% | -6.1% |
| All | +47.6% | -75.4% | +123.0% | +43.6% |
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