+239.2%
STRL vs FSLY
-9.9%
+249.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.1% | +0.4% | +3.0% |
| 7D | -26.9% | -31.4% | +4.5% | -22.6% |
| 30D | -52.7% | -37.3% | -15.4% | -49.4% |
| 3M | -52.8% | -30.1% | -22.7% | -51.0% |
| 6M | -71.5% | -49.8% | -21.7% | -69.5% |
| YTD | -17.4% | +55.7% | -73.1% | -23.9% |
| 1Y | -35.0% | +44.5% | -79.4% | -39.5% |
| 3Y | +239.2% | -4.3% | +243.6% | +194.4% |
| All | +239.2% | -9.9% | +249.1% | +194.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling