+222.4%
STM vs FSLY
+5.6%
+216.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.5% | -1.7% |
| 7D | +1.7% | +11.2% | -9.5% | -0.1% |
| 30D | -5.2% | -18.2% | +13.0% | -2.4% |
| 3M | -29.6% | +21.9% | -51.5% | -32.5% |
| 6M | +54.4% | +4.0% | +50.3% | +46.4% |
| YTD | +99.5% | +123.1% | -23.6% | +60.3% |
| 1Y | +100.8% | +196.9% | -96.1% | +50.1% |
| 3Y | +20.2% | -1.3% | +21.4% | +0.5% |
| 5Y | +21.1% | -50.2% | +71.4% | +0.8% |
| All | +222.4% | +5.6% | +216.7% | +95.2% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling