+147.7%
SYF vs FSLY
-22.7%
+170.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +1.1% |
| 7D | -2.0% | +4.9% | -6.9% | -2.5% |
| 30D | +1.2% | -33.5% | +34.7% | +4.2% |
| 3M | -9.4% | -44.6% | +35.3% | -5.9% |
| 6M | +4.4% | -9.2% | +13.6% | +2.6% |
| YTD | -11.9% | +63.3% | -75.2% | -22.9% |
| 1Y | -0.4% | +45.3% | -45.7% | -11.7% |
| 3Y | +159.6% | +3.7% | +155.8% | +123.5% |
| 5Y | +60.9% | -67.2% | +128.0% | +40.6% |
| All | +147.7% | -22.7% | +170.4% | +64.8% |
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