+93.6%
STX vs FSLY
+41.0%
+52.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +16.8% | +11.8% | +5.1% | +15.0% |
| 30D | -27.0% | -36.5% | +9.5% | -22.7% |
| 3M | -37.9% | -39.7% | +1.9% | -34.2% |
| 6M | -32.5% | -9.7% | -22.8% | -31.3% |
| YTD | +98.6% | +68.9% | +29.7% | +85.2% |
| 1Y | +93.6% | +44.5% | +49.1% | +83.9% |
| All | +93.6% | +41.0% | +52.6% | +83.9% |
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 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