+1,335.2%
STX vs FSLY
-11.3%
+1,346.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.5% | +8.9% | +6.6% |
| 7D | +2.4% | -10.6% | +13.0% | +3.6% |
| 30D | +1.4% | -20.9% | +22.3% | +3.7% |
| 3M | -8.2% | +3.4% | -11.6% | -9.0% |
| 6M | +127.0% | +2.7% | +124.3% | +119.8% |
| YTD | +209.1% | +102.3% | +106.9% | +171.3% |
| 1Y | +365.4% | +182.1% | +183.4% | +287.2% |
| All | +1,335.2% | -11.3% | +1,346.4% | +1,110.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling