+340.6%
STRL vs FSLY
+2.5%
+338.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.3% | -2.5% |
| 7D | +15.7% | +4.9% | +10.8% | +14.8% |
| 30D | -35.5% | -33.5% | -1.9% | -31.4% |
| 3M | -47.1% | -44.6% | -2.5% | -42.9% |
| 6M | -65.8% | -9.2% | -56.5% | -66.1% |
| YTD | -4.5% | +63.3% | -67.8% | -13.0% |
| 1Y | -10.5% | +45.3% | -55.8% | -17.2% |
| 3Y | +340.6% | +3.7% | +336.9% | +274.9% |
| All | +340.6% | +2.5% | +338.1% | +274.9% |
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 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