+1,315.7%
SOXL vs FSLY
0.0%
+1,315.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.4% | +0.7% | +3.2% |
| 7D | +16.4% | +3.5% | +12.9% | +14.5% |
| 30D | -12.1% | -6.4% | -5.7% | -11.5% |
| 3M | -41.7% | +10.9% | -52.6% | -45.8% |
| 6M | +157.4% | +6.7% | +150.7% | +124.2% |
| YTD | +193.3% | +111.1% | +82.2% | +53.0% |
| 1Y | +355.3% | +185.8% | +169.6% | +89.2% |
| 3Y | +484.2% | -6.6% | +490.7% | +278.6% |
| 5Y | +182.7% | -52.4% | +235.1% | +119.6% |
| All | +1,315.7% | 0.0% | +1,315.7% | +504.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling