+2,429.3%
STX vs FSLY
+5.6%
+2,423.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.7% | -7.7% | -2.7% |
| 7D | +9.6% | +11.2% | -1.6% | +8.1% |
| 30D | +10.6% | -18.2% | +28.8% | +13.1% |
| 3M | +4.8% | +21.9% | -17.1% | +1.6% |
| 6M | +137.3% | +4.0% | +133.2% | +128.1% |
| YTD | +222.5% | +123.1% | +99.4% | +176.0% |
| 1Y | +366.2% | +196.9% | +169.4% | +280.8% |
| 3Y | +1,352.9% | -1.3% | +1,354.2% | +1,173.6% |
| 5Y | +1,077.4% | -50.2% | +1,127.7% | +910.4% |
| All | +2,429.3% | +5.6% | +2,423.6% | +1,585.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling