+225.0%
STM vs FSLY
0.0%
+225.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -1.2% |
| 7D | +5.2% | +3.5% | +1.7% | +4.6% |
| 30D | -7.4% | -6.4% | -1.0% | -7.1% |
| 3M | -30.6% | +10.9% | -41.5% | -32.5% |
| 6M | +66.4% | +6.7% | +59.7% | +57.3% |
| YTD | +101.1% | +111.1% | -10.0% | +63.0% |
| 1Y | +97.4% | +185.8% | -88.4% | +48.4% |
| 3Y | +21.1% | -6.6% | +27.7% | +2.3% |
| 5Y | +22.5% | -52.4% | +74.9% | +2.7% |
| All | +225.0% | 0.0% | +225.0% | +98.6% |
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 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