+167.2%
SYF vs FSLY
-7.5%
+174.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -6.0% | -1.9% |
| 7D | +2.6% | +3.5% | -0.9% | +2.3% |
| 30D | 0.0% | -6.4% | +6.4% | +0.2% |
| 3M | +11.9% | +10.9% | +1.0% | +10.5% |
| 6M | +18.9% | +6.7% | +12.2% | +14.8% |
| YTD | -4.6% | +111.1% | -115.7% | -15.0% |
| 1Y | +6.4% | +185.8% | -179.4% | -10.7% |
| 3Y | +167.2% | -6.6% | +173.7% | +126.4% |
| All | +167.2% | -7.5% | +174.7% | +126.4% |
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