+86.2%
SU vs FSLY
+161.0%
-74.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.4% | -4.5% |
| 7D | -7.1% | -22.2% | +15.1% | -6.8% |
| 30D | +4.8% | -19.1% | +23.9% | +4.9% |
| 3M | +12.5% | -15.7% | +28.2% | +12.4% |
| 6M | +6.5% | -23.5% | +29.9% | +6.4% |
| YTD | +65.8% | +106.6% | -40.8% | +67.9% |
| 1Y | +86.2% | +164.3% | -78.1% | +86.3% |
| All | +86.2% | +161.0% | -74.8% | +86.3% |
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 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