+1,409.5%
STX vs FSLY
-22.7%
+1,432.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.2% | -2.7% |
| 7D | +14.6% | +4.9% | +9.7% | +14.0% |
| 30D | -26.0% | -33.5% | +7.6% | -22.0% |
| 3M | -42.6% | -44.6% | +2.0% | -38.6% |
| 6M | -35.3% | -9.2% | -26.0% | -35.2% |
| YTD | +92.5% | +63.3% | +29.2% | +70.6% |
| 1Y | +102.4% | +45.3% | +57.1% | +81.6% |
| 3Y | +673.8% | +3.7% | +670.1% | +575.8% |
| 5Y | +463.1% | -67.2% | +530.2% | +406.6% |
| All | +1,409.5% | -22.7% | +1,432.2% | +942.3% |
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