+71.6%
STX vs FSLY
+38.2%
+33.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.1% |
| 7D | -17.3% | -22.9% | +5.6% | -14.1% |
| 30D | -35.9% | -44.6% | +8.6% | -31.1% |
| 3M | -37.3% | -41.5% | +4.2% | -33.3% |
| 6M | -35.8% | -20.8% | -15.0% | -33.8% |
| YTD | +82.7% | +59.5% | +23.2% | +71.4% |
| 1Y | +71.6% | +36.1% | +35.5% | +64.6% |
| All | +71.6% | +38.2% | +33.4% | +64.6% |
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