-3.5%
FSLY vs SPXS
-98.6%
+95.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +0.7% |
| 7D | +12.5% | +2.5% | +10.0% | +13.9% |
| 30D | -18.8% | +4.2% | -23.0% | -16.5% |
| 3M | +22.7% | -9.3% | +32.0% | +18.4% |
| 6M | -3.7% | -30.7% | +27.0% | -17.2% |
| YTD | +127.5% | -28.1% | +155.6% | +99.5% |
| 1Y | +193.5% | -35.1% | +228.6% | +146.9% |
| 3Y | -1.3% | -79.6% | +78.3% | -45.3% |
| 5Y | -47.3% | -86.3% | +38.9% | -66.7% |
| All | -3.5% | -98.6% | +95.1% | -62.0% |
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