+21.0%
STM vs FSLY
-55.9%
+76.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +2.3% |
| 7D | +5.8% | -10.6% | +16.4% | +7.6% |
| 30D | -1.0% | -20.9% | +19.9% | +1.9% |
| 3M | -33.3% | +3.4% | -36.7% | -34.2% |
| 6M | +57.4% | +2.7% | +54.6% | +49.4% |
| YTD | +102.2% | +102.3% | -0.1% | +64.4% |
| 1Y | +99.6% | +182.1% | -82.5% | +48.1% |
| 3Y | +14.5% | -14.6% | +29.1% | -1.1% |
| All | +21.0% | -55.9% | +76.9% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling