+185.1%
SU vs FSLY
+7.7%
+177.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.2% |
| 7D | +2.2% | +12.5% | -10.3% | +1.7% |
| 30D | +8.4% | -18.8% | +27.3% | +9.3% |
| 3M | +12.1% | +22.7% | -10.6% | +10.7% |
| 6M | +19.7% | -3.7% | +23.4% | +18.1% |
| YTD | +58.4% | +127.5% | -69.1% | +48.6% |
| 1Y | +67.2% | +193.5% | -126.3% | +53.9% |
| 3Y | +125.0% | -1.3% | +126.4% | +112.3% |
| 5Y | +355.1% | -47.3% | +402.4% | +326.0% |
| All | +185.1% | +7.7% | +177.4% | +117.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling