-15.7%
STM vs FSLY
-68.3%
+52.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.1% | +1.4% | +3.9% |
| 7D | -10.7% | -31.4% | +20.7% | -5.4% |
| 30D | -25.7% | -37.3% | +11.6% | -20.5% |
| 3M | -21.6% | -30.1% | +8.6% | -18.7% |
| 6M | -27.8% | -49.8% | +22.0% | -22.7% |
| YTD | +61.8% | +55.7% | +6.1% | +35.4% |
| 1Y | +78.1% | +44.5% | +33.6% | +50.8% |
| 3Y | +4.9% | -4.3% | +9.2% | -14.2% |
| All | -15.7% | -68.3% | +52.6% | -29.5% |
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