+125.4%
SU vs FSLY
-0.4%
+125.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.7% | +7.5% | -5.9% | +1.5% |
| 30D | +9.6% | -21.1% | +30.7% | +10.2% |
| 3M | +11.7% | +21.8% | -10.0% | +11.0% |
| 6M | +21.9% | -0.1% | +22.0% | +21.0% |
| YTD | +58.6% | +123.1% | -64.4% | +54.3% |
| 1Y | +66.5% | +208.6% | -142.0% | +59.5% |
| All | +125.4% | -0.4% | +125.8% | +101.9% |
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