+181.2%
SU vs FSLY
0.0%
+181.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.5% | +0.6% |
| 7D | -1.0% | +3.5% | -4.4% | -1.1% |
| 30D | +13.7% | -6.4% | +20.1% | +13.8% |
| 3M | +8.0% | +10.9% | -2.9% | +7.2% |
| 6M | +21.0% | +6.7% | +14.3% | +18.8% |
| YTD | +56.2% | +111.1% | -54.9% | +47.1% |
| 1Y | +72.2% | +185.8% | -113.6% | +58.6% |
| 3Y | +118.1% | -6.6% | +124.6% | +106.2% |
| 5Y | +350.3% | -52.4% | +402.7% | +323.7% |
| All | +181.2% | 0.0% | +181.2% | +114.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling