+75.7%
STT vs FSLY
+205.2%
-129.6%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.7% | -0.1% |
| 7D | +1.0% | +11.2% | -10.2% | +0.8% |
| 30D | +2.8% | -18.2% | +21.0% | +3.1% |
| 3M | +18.1% | +21.9% | -3.8% | +17.8% |
| 6M | +59.2% | +4.0% | +55.2% | +59.1% |
| YTD | +51.5% | +123.1% | -71.6% | +53.5% |
| 1Y | +75.7% | +196.9% | -121.2% | +73.9% |
| All | +75.7% | +205.2% | -129.6% | +73.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling