-13.6%
SOUN vs FSLY
+38.5%
-52.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.7% | -7.0% | -2.1% |
| 7D | -4.4% | +11.2% | -15.6% | -5.9% |
| 30D | -13.1% | -18.2% | +5.0% | -11.0% |
| 3M | -7.7% | +21.9% | -29.6% | -11.4% |
| 6M | -21.2% | +4.0% | -25.2% | -25.6% |
| YTD | -35.0% | +123.1% | -158.1% | -47.5% |
| 1Y | -56.4% | +196.9% | -253.2% | -67.5% |
| 3Y | +181.7% | -1.3% | +183.0% | +123.6% |
| All | -13.6% | +38.5% | -52.1% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling