+164.0%
SYF vs FSLY
+5.6%
+158.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.7% | -7.3% | -2.1% |
| 7D | -1.3% | +11.2% | -12.5% | -2.3% |
| 30D | -1.1% | -18.2% | +17.1% | +0.5% |
| 3M | +7.4% | +21.9% | -14.5% | +4.6% |
| 6M | +16.2% | +4.0% | +12.2% | +11.6% |
| YTD | -6.1% | +123.1% | -129.2% | -18.9% |
| 1Y | +3.4% | +196.9% | -193.5% | -14.8% |
| 3Y | +162.9% | -1.3% | +164.1% | +131.5% |
| 5Y | +85.6% | -50.2% | +135.8% | +58.6% |
| All | +164.0% | +5.6% | +158.4% | +73.2% |
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