+189.8%
STM vs FSLY
-19.7%
+209.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.3% | -2.8% | +2.5% |
| 7D | +1.4% | -17.9% | +19.4% | +4.5% |
| 30D | -8.4% | -34.7% | +26.3% | -2.4% |
| 3M | -15.8% | -40.0% | +24.2% | -10.3% |
| 6M | -22.8% | -11.8% | -11.0% | -23.1% |
| YTD | +79.4% | +69.5% | +9.8% | +48.4% |
| 1Y | +97.0% | +44.0% | +53.0% | +67.3% |
| 3Y | +14.2% | +5.2% | +9.0% | -7.2% |
| 5Y | -4.5% | -65.6% | +61.1% | -16.6% |
| All | +189.8% | -19.7% | +209.5% | +80.7% |
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 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