+317.7%
SOXL vs FSLY
+210.9%
+106.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.0% | +3.3% | +4.9% |
| 7D | +3.9% | +12.5% | -8.6% | +1.7% |
| 30D | -14.3% | -18.8% | +4.5% | -11.1% |
| 3M | -45.6% | +22.7% | -68.3% | -47.6% |
| 6M | +117.2% | -3.7% | +120.9% | +115.1% |
| YTD | +189.8% | +127.5% | +62.3% | +186.3% |
| 1Y | +317.7% | +193.5% | +124.2% | +314.3% |
| All | +317.7% | +210.9% | +106.9% | +314.3% |
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