+123.8%
STX vs FSLY
+161.0%
-37.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.2% | -8.0% | -8.1% |
| 7D | -20.2% | -22.2% | +2.0% | -18.0% |
| 30D | -37.2% | -19.1% | -18.1% | -35.8% |
| 3M | -34.1% | -15.7% | -18.4% | -33.1% |
| 6M | -24.5% | -23.5% | -1.0% | -23.8% |
| YTD | +102.9% | +106.6% | -3.7% | +87.2% |
| 1Y | +123.8% | +164.3% | -40.5% | +98.8% |
| All | +123.8% | +161.0% | -37.2% | +98.8% |
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