-25.9%
STRL vs FSLY
+161.0%
-186.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -0.2% | -21.3% | -21.4% |
| 7D | -27.1% | -22.2% | -4.9% | -24.6% |
| 30D | -45.8% | -19.1% | -26.7% | -44.4% |
| 3M | -47.6% | -15.7% | -31.9% | -47.2% |
| 6M | -46.4% | -23.5% | -22.9% | -46.0% |
| YTD | -7.4% | +106.6% | -114.0% | -8.5% |
| 1Y | -25.9% | +164.3% | -190.1% | -25.7% |
| All | -25.9% | +161.0% | -186.8% | -25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling