+504.0%
STRL vs FSLY
-13.5%
+517.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.5% | +8.3% | +6.1% |
| 7D | +3.4% | -10.6% | +14.0% | +5.1% |
| 30D | -9.2% | -20.9% | +11.7% | -6.6% |
| 3M | -51.0% | +3.4% | -54.5% | -51.9% |
| 6M | +15.8% | +2.7% | +13.0% | +13.4% |
| YTD | +58.9% | +102.3% | -43.4% | +41.4% |
| 1Y | +68.5% | +182.1% | -113.5% | +41.0% |
| All | +504.0% | -13.5% | +517.5% | +449.8% |
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