+449.8%
SOXL vs FSLY
-0.4%
+450.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | 0.0% | -8.0% | -8.0% |
| 7D | +8.5% | +7.5% | +0.9% | +5.8% |
| 30D | -13.0% | -21.1% | +8.1% | -5.9% |
| 3M | -35.9% | +21.8% | -57.7% | -40.9% |
| 6M | +112.1% | -0.1% | +112.2% | +98.1% |
| YTD | +175.4% | +123.1% | +52.3% | +79.7% |
| 1Y | +304.9% | +208.6% | +96.3% | +112.6% |
| All | +449.8% | -0.4% | +450.2% | +293.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling