+157.5%
STT vs FSLY
-54.2%
+211.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.6% | -1.6% |
| 7D | +2.2% | +3.5% | -1.3% | +1.8% |
| 30D | +3.9% | -6.4% | +10.3% | +4.1% |
| 3M | +19.2% | +10.9% | +8.3% | +17.1% |
| 6M | +60.4% | +6.7% | +53.7% | +53.5% |
| YTD | +51.5% | +111.1% | -59.6% | +31.2% |
| 1Y | +76.3% | +185.8% | -109.5% | +44.3% |
| 3Y | +200.7% | -6.6% | +207.3% | +168.4% |
| 5Y | +157.5% | -52.4% | +209.9% | +118.7% |
| All | +157.5% | -54.2% | +211.7% | +118.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling