+96.5%
STM vs FSLY
+161.0%
-64.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.2% | -5.9% | -6.0% |
| 7D | -6.0% | -22.2% | +16.2% | -4.5% |
| 30D | -20.9% | -19.1% | -1.8% | -19.9% |
| 3M | -15.8% | -15.7% | -0.1% | -15.2% |
| 6M | -17.0% | -23.5% | +6.4% | -17.4% |
| YTD | +76.8% | +106.6% | -29.8% | +83.0% |
| 1Y | +96.5% | +164.3% | -67.8% | +103.8% |
| All | +96.5% | +161.0% | -64.5% | +103.8% |
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