+66.3%
SYF vs FSLY
-69.8%
+136.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -0.8% |
| 7D | -2.1% | -31.4% | +29.3% | +1.1% |
| 30D | +2.5% | -37.3% | +39.8% | +6.4% |
| 3M | -6.3% | -30.1% | +23.8% | -4.8% |
| 6M | -1.5% | -49.8% | +48.3% | +2.0% |
| YTD | -10.5% | +55.7% | -66.2% | -23.9% |
| 1Y | +1.5% | +44.5% | -43.0% | -12.9% |
| 3Y | +163.3% | -4.3% | +167.6% | +118.7% |
| All | +66.3% | -69.8% | +136.2% | +40.2% |
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 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