+3.7%
FSLY vs SPXS
-80.3%
+84.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -2.5% |
| 7D | +4.9% | -7.5% | +12.4% | +0.3% |
| 30D | -33.5% | +5.3% | -38.9% | -28.5% |
| 3M | -44.6% | +9.7% | -54.3% | -38.5% |
| 6M | -9.2% | -4.6% | -4.7% | -4.3% |
| YTD | +63.3% | -25.8% | +89.0% | +52.7% |
| 1Y | +45.3% | -28.8% | +74.1% | +33.6% |
| 3Y | +3.7% | -80.2% | +83.9% | -57.7% |
| All | +3.7% | -80.3% | +84.0% | -57.7% |
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