+182.1%
FSLY vs SPXS
-40.2%
+222.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.0% |
| 7D | -10.6% | -0.1% | -10.6% | -10.5% |
| 30D | -20.9% | +0.8% | -21.7% | -20.3% |
| 3M | +3.4% | -4.7% | +8.1% | +3.2% |
| 6M | +2.7% | -29.6% | +32.4% | -7.6% |
| YTD | +102.3% | -29.8% | +132.1% | +79.6% |
| 1Y | +182.1% | -38.9% | +221.0% | +118.3% |
| All | +182.1% | -40.2% | +222.3% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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