+179.0%
STM vs FSLY
-25.7%
+204.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.8% | +5.9% | +6.6% |
| 7D | -5.6% | -22.4% | +16.9% | -1.8% |
| 30D | -14.4% | -45.5% | +31.0% | -6.3% |
| 3M | -20.5% | -30.4% | +9.9% | -17.6% |
| 6M | -24.5% | -22.1% | -2.4% | -23.3% |
| YTD | +72.7% | +57.0% | +15.7% | +44.6% |
| 1Y | +91.0% | +38.2% | +52.8% | +63.2% |
| 3Y | +13.5% | -2.5% | +16.0% | -6.6% |
| 5Y | -9.2% | -68.8% | +59.7% | -19.5% |
| All | +179.0% | -25.7% | +204.7% | +76.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling