+172.8%
SYF vs FSLY
-4.2%
+177.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.3% |
| 7D | +2.4% | -10.6% | +13.0% | +3.4% |
| 30D | +0.8% | -20.9% | +21.7% | +2.5% |
| 3M | +13.4% | +3.4% | +10.0% | +12.1% |
| 6M | +16.3% | +2.7% | +13.6% | +11.8% |
| YTD | -3.0% | +102.3% | -105.3% | -15.4% |
| 1Y | +5.7% | +182.1% | -176.3% | -12.6% |
| 3Y | +160.1% | -14.6% | +174.7% | +132.4% |
| 5Y | +88.5% | -55.9% | +144.4% | +62.9% |
| All | +172.8% | -4.2% | +177.0% | +80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling