+31.9%
SYY vs FSLY
+5.6%
+26.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.7% | -3.5% | +1.9% |
| 7D | -0.2% | +11.2% | -11.4% | -0.8% |
| 30D | -2.7% | -18.2% | +15.4% | -2.0% |
| 3M | +5.9% | +21.9% | -16.0% | +4.4% |
| 6M | -2.3% | +4.0% | -6.4% | -4.2% |
| YTD | +13.1% | +123.1% | -110.0% | +5.4% |
| 1Y | +3.8% | +196.9% | -193.1% | -5.4% |
| 3Y | +26.7% | -1.3% | +28.0% | +19.4% |
| 5Y | +19.4% | -50.2% | +69.6% | +11.2% |
| All | +31.9% | +5.6% | +26.3% | -3.2% |
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 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