-30.7%
FSLY vs SPXS
-98.5%
+67.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -2.6% |
| 7D | +4.9% | -7.5% | +12.4% | +0.7% |
| 30D | -33.5% | +5.3% | -38.9% | -28.9% |
| 3M | -44.6% | +9.7% | -54.3% | -38.8% |
| 6M | -9.2% | -4.6% | -4.7% | -4.9% |
| YTD | +63.3% | -25.8% | +89.0% | +52.3% |
| 1Y | +45.3% | -28.8% | +74.1% | +33.4% |
| 3Y | +3.7% | -80.2% | +83.9% | -41.9% |
| 5Y | -67.2% | -83.2% | +16.0% | -76.6% |
| All | -30.7% | -98.5% | +67.8% | -71.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling