+105.8%
STT vs FSLY
-68.1%
+174.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.3% |
| 7D | +1.1% | -22.9% | +24.0% | +3.3% |
| 30D | -1.9% | -44.6% | +42.7% | +3.1% |
| 3M | -7.6% | -41.5% | +33.9% | -4.1% |
| 6M | +16.0% | -20.8% | +36.8% | +16.0% |
| YTD | +36.2% | +59.5% | -23.3% | +19.8% |
| 1Y | +46.8% | +36.1% | +10.7% | +31.6% |
| 3Y | +177.8% | -1.0% | +178.8% | +139.3% |
| 5Y | +105.8% | -66.9% | +172.8% | +74.5% |
| All | +105.8% | -68.1% | +174.0% | +74.5% |
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 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