+2,430.0%
STRL vs FSLY
-19.7%
+2,449.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.3% | -1.3% | +4.2% |
| 7D | +7.1% | -17.9% | +25.1% | +9.7% |
| 30D | -39.4% | -34.7% | -4.7% | -36.3% |
| 3M | -43.0% | -40.0% | -2.9% | -40.0% |
| 6M | -65.0% | -11.8% | -53.2% | -65.1% |
| YTD | -0.8% | +69.5% | -70.3% | -10.1% |
| 1Y | -20.3% | +44.0% | -64.2% | -26.6% |
| 3Y | +356.5% | +5.2% | +351.3% | +308.6% |
| 5Y | +952.8% | -65.6% | +1,018.4% | +867.9% |
| All | +2,430.0% | -19.7% | +2,449.7% | +1,633.5% |
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 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