-20.3%
STRL vs FSLY
+43.8%
-64.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.3% | -1.3% | +3.8% |
| 7D | +7.1% | -17.9% | +25.1% | +10.8% |
| 30D | -39.4% | -34.7% | -4.7% | -35.1% |
| 3M | -43.0% | -40.0% | -2.9% | -38.8% |
| 6M | -65.0% | -11.8% | -53.2% | -65.2% |
| YTD | -0.8% | +69.5% | -70.3% | -1.3% |
| 1Y | -20.3% | +44.0% | -64.2% | -16.9% |
| All | -20.3% | +43.8% | -64.1% | -16.9% |
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