+1,333.3%
STX vs FSLY
-24.5%
+1,357.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.1% |
| 7D | -17.3% | -22.9% | +5.6% | -14.4% |
| 30D | -35.9% | -44.6% | +8.6% | -31.1% |
| 3M | -37.3% | -41.5% | +4.2% | -33.4% |
| 6M | -35.8% | -20.8% | -15.0% | -34.8% |
| YTD | +82.7% | +59.5% | +23.2% | +62.4% |
| 1Y | +71.6% | +36.1% | +35.5% | +55.2% |
| 3Y | +635.3% | -1.0% | +636.2% | +545.6% |
| 5Y | +483.8% | -66.9% | +550.7% | +425.2% |
| All | +1,333.3% | -24.5% | +1,357.7% | +892.1% |
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