+200.7%
STT vs FSLY
-7.5%
+208.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.6% | -1.5% |
| 7D | +2.2% | +3.5% | -1.3% | +2.0% |
| 30D | +3.9% | -6.4% | +10.3% | +4.0% |
| 3M | +19.2% | +10.9% | +8.3% | +18.0% |
| 6M | +60.4% | +6.7% | +53.7% | +56.6% |
| YTD | +51.5% | +111.1% | -59.6% | +40.5% |
| 1Y | +76.3% | +185.8% | -109.5% | +56.9% |
| 3Y | +200.7% | -6.6% | +207.3% | +167.5% |
| All | +200.7% | -7.5% | +208.2% | +167.5% |
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 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