-57.1%
SOUN vs FSLY
+210.9%
-267.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.4% |
| 7D | -7.1% | +12.5% | -19.6% | -7.4% |
| 30D | -15.4% | -18.8% | +3.4% | -15.1% |
| 3M | -10.6% | +22.7% | -33.2% | -11.5% |
| 6M | -19.6% | -3.7% | -15.9% | -20.5% |
| YTD | -37.2% | +127.5% | -164.7% | -36.2% |
| 1Y | -57.1% | +193.5% | -250.6% | -54.6% |
| All | -57.1% | +210.9% | -267.9% | -54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling