-48.4%
FSLY vs SPXS
-85.7%
+37.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.4% | +4.2% | +6.7% |
| 7D | +11.2% | +1.2% | +9.9% | +12.1% |
| 30D | -18.2% | +5.2% | -23.3% | -14.8% |
| 3M | +21.9% | -9.2% | +31.1% | +16.6% |
| 6M | +4.0% | -29.6% | +33.6% | -13.9% |
| YTD | +123.1% | -27.6% | +150.7% | +88.0% |
| 1Y | +196.9% | -36.7% | +233.6% | +131.0% |
| 3Y | -1.3% | -79.8% | +78.6% | -58.3% |
| All | -48.4% | -85.7% | +37.3% | -73.0% |
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 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