+95.5%
SYF vs FSLY
-56.1%
+151.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.4% |
| 7D | +2.4% | -10.6% | +13.0% | +3.6% |
| 30D | +0.8% | -20.9% | +21.7% | +2.8% |
| 3M | +13.4% | +3.4% | +10.0% | +11.8% |
| 6M | +16.3% | +2.7% | +13.6% | +10.7% |
| YTD | -3.0% | +102.3% | -105.3% | -18.2% |
| 1Y | +5.7% | +182.1% | -176.3% | -17.2% |
| 3Y | +160.1% | -14.6% | +174.7% | +127.9% |
| All | +95.5% | -56.1% | +151.7% | +59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling