+2,482.0%
STX vs FSLY
0.0%
+2,482.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.4% | +2.1% | +6.0% |
| 7D | +10.7% | +3.5% | +7.3% | +10.3% |
| 30D | +11.3% | -6.4% | +17.7% | +11.8% |
| 3M | +3.2% | +10.9% | -7.7% | +1.2% |
| 6M | +157.0% | +6.7% | +150.3% | +146.5% |
| YTD | +229.2% | +111.1% | +118.1% | +183.7% |
| 1Y | +381.8% | +185.8% | +196.1% | +295.5% |
| 3Y | +1,383.2% | -6.6% | +1,389.7% | +1,209.2% |
| 5Y | +1,144.9% | -52.4% | +1,197.3% | +974.7% |
| All | +2,482.0% | 0.0% | +2,482.0% | +1,632.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling