+75.2%
STRL vs FSLY
+187.7%
-112.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.4% | -1.1% | +2.6% |
| 7D | +10.1% | +3.5% | +6.6% | +9.5% |
| 30D | -8.2% | -6.4% | -1.8% | -7.7% |
| 3M | -43.7% | +10.9% | -54.6% | -45.2% |
| 6M | +27.1% | +6.7% | +20.4% | +27.1% |
| YTD | +64.0% | +111.1% | -47.1% | +59.2% |
| 1Y | +75.2% | +185.8% | -110.6% | +67.6% |
| All | +75.2% | +187.7% | -112.5% | +67.6% |
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