+3,950.7%
STRL vs FSLY
-4.2%
+3,954.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.5% | +8.3% | +6.0% |
| 7D | +3.4% | -10.6% | +14.0% | +4.7% |
| 30D | -9.2% | -20.9% | +11.7% | -7.2% |
| 3M | -51.0% | +3.4% | -54.5% | -51.7% |
| 6M | +15.8% | +2.7% | +13.0% | +13.3% |
| YTD | +58.9% | +102.3% | -43.4% | +42.1% |
| 1Y | +68.5% | +182.1% | -113.5% | +44.0% |
| 3Y | +485.2% | -14.6% | +499.8% | +433.9% |
| 5Y | +2,005.1% | -55.9% | +2,061.0% | +1,799.3% |
| All | +3,950.7% | -4.2% | +3,954.9% | +2,640.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling