+588.0%
STX vs FSLY
-9.9%
+597.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.2% | -1.6% |
| 7D | -28.5% | -31.4% | +2.9% | -24.8% |
| 30D | -42.9% | -37.3% | -5.6% | -39.4% |
| 3M | -45.9% | -30.1% | -15.8% | -43.6% |
| 6M | -41.3% | -49.8% | +8.5% | -37.6% |
| YTD | +67.9% | +55.7% | +12.2% | +52.1% |
| 1Y | +66.5% | +44.5% | +22.0% | +51.9% |
| 3Y | +588.0% | -4.3% | +592.3% | +484.7% |
| All | +588.0% | -9.9% | +597.9% | +484.7% |
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