+299.5%
STT vs FSLY
+5.6%
+293.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.7% | -0.5% |
| 7D | +1.0% | +11.2% | -10.2% | 0.0% |
| 30D | +2.8% | -18.2% | +21.0% | +4.4% |
| 3M | +18.1% | +21.9% | -3.8% | +15.1% |
| 6M | +59.2% | +4.0% | +55.2% | +53.5% |
| YTD | +51.5% | +123.1% | -71.6% | +32.2% |
| 1Y | +75.7% | +196.9% | -121.2% | +46.7% |
| 3Y | +200.8% | -1.3% | +202.0% | +168.2% |
| 5Y | +155.8% | -50.2% | +206.0% | +123.9% |
| All | +299.5% | +5.6% | +293.9% | +153.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling