-0.2%
SYY vs FSLY
+181.7%
-181.9%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -1.2% |
| 7D | -2.3% | -10.6% | +8.3% | -2.1% |
| 30D | -4.9% | -20.9% | +16.0% | -4.6% |
| 3M | +8.4% | +3.4% | +5.0% | +8.0% |
| 6M | -7.4% | +2.7% | -10.1% | -8.1% |
| YTD | +11.0% | +102.3% | -91.3% | +7.6% |
| 1Y | -0.2% | +182.1% | -182.3% | -1.6% |
| All | -0.2% | +181.7% | -181.9% | -1.6% |
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 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