-66.5%
FSLY vs SPXS
-83.0%
+16.6%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -2.4% |
| 7D | +4.9% | -7.5% | +12.4% | -0.5% |
| 30D | -33.5% | +5.3% | -38.9% | -27.7% |
| 3M | -44.6% | +9.7% | -54.3% | -37.3% |
| 6M | -9.2% | -4.6% | -4.7% | -4.1% |
| YTD | +63.3% | -25.8% | +89.0% | +48.1% |
| 1Y | +45.3% | -28.8% | +74.1% | +28.9% |
| 3Y | +3.7% | -80.2% | +83.9% | -55.6% |
| All | -66.5% | -83.0% | +16.6% | -79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling