+46.8%
STT vs FSLY
+38.2%
+8.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.4% |
| 7D | +1.1% | -22.9% | +24.0% | +1.7% |
| 30D | -1.9% | -44.6% | +42.7% | -0.9% |
| 3M | -7.6% | -41.5% | +33.9% | -6.8% |
| 6M | +16.0% | -20.8% | +36.8% | +16.7% |
| YTD | +36.2% | +59.5% | -23.3% | +42.9% |
| 1Y | +46.8% | +36.1% | +10.7% | +56.1% |
| All | +46.8% | +38.2% | +8.6% | +56.1% |
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