-3.4%
SYF vs FSLY
+41.0%
-44.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -3.3% | +11.8% | -15.0% | -3.2% |
| 30D | -2.2% | -36.5% | +34.4% | -2.3% |
| 3M | -9.3% | -39.7% | +30.4% | -9.5% |
| 6M | +2.1% | -9.7% | +11.7% | +2.2% |
| YTD | -12.6% | +68.9% | -81.5% | -10.0% |
| 1Y | -3.4% | +44.5% | -47.9% | +1.8% |
| All | -3.4% | +41.0% | -44.5% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling