-3.2%
FSLY vs SPXS
-79.5%
+76.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.4% | +4.2% | +6.5% |
| 7D | +11.2% | +1.2% | +9.9% | +12.0% |
| 30D | -18.2% | +5.2% | -23.3% | -15.3% |
| 3M | +21.9% | -9.2% | +31.1% | +17.7% |
| 6M | +4.0% | -29.6% | +33.6% | -10.7% |
| YTD | +123.1% | -27.6% | +150.7% | +94.3% |
| 1Y | +196.9% | -36.7% | +233.6% | +141.3% |
| All | -3.2% | -79.5% | +76.2% | -59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling