+357.4%
SOXL vs FSLY
+181.7%
+175.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.5% | +12.4% | +10.3% |
| 7D | +5.3% | -10.6% | +16.0% | +7.4% |
| 30D | -11.2% | -20.9% | +9.7% | -7.8% |
| 3M | -55.4% | +3.4% | -58.8% | -55.4% |
| 6M | +107.1% | +2.7% | +104.4% | +108.7% |
| YTD | +179.0% | +102.3% | +76.8% | +181.9% |
| 1Y | +357.4% | +182.1% | +175.3% | +365.8% |
| All | +357.4% | +181.7% | +175.7% | +365.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 1y: compounded portfolio wealth divided by compounded FSLY 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…
1y analysis · Full analysis span regression · 6 months rolling