+4,081.5%
STRL vs FSLY
0.0%
+4,081.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.4% | -1.1% | +2.7% |
| 7D | +10.1% | +3.5% | +6.6% | +9.6% |
| 30D | -8.2% | -6.4% | -1.8% | -7.9% |
| 3M | -43.7% | +10.9% | -54.6% | -44.9% |
| 6M | +27.1% | +6.7% | +20.4% | +23.8% |
| YTD | +64.0% | +111.1% | -47.1% | +45.9% |
| 1Y | +75.2% | +185.8% | -110.6% | +49.4% |
| 3Y | +539.9% | -6.6% | +546.5% | +478.3% |
| 5Y | +2,133.0% | -52.4% | +2,185.4% | +1,900.2% |
| All | +4,081.5% | 0.0% | +4,081.6% | +2,714.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling