-14.2%
FSLY vs SPXU
-98.6%
+84.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -1.8% |
| 7D | -10.6% | -0.1% | -10.5% | -10.5% |
| 30D | -20.9% | +0.8% | -21.7% | -20.1% |
| 3M | +3.4% | -4.7% | +8.1% | +3.2% |
| 6M | +2.7% | -29.6% | +32.4% | -10.9% |
| YTD | +102.3% | -29.9% | +132.1% | +74.9% |
| 1Y | +182.1% | -39.1% | +221.1% | +129.3% |
| 3Y | -14.6% | -80.0% | +65.4% | -53.3% |
| 5Y | -55.9% | -86.0% | +30.1% | -72.1% |
| All | -14.2% | -98.6% | +84.4% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 all: compounded portfolio wealth divided by compounded SPXU 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…
all analysis · Full analysis span regression · 6 months rolling