-91.6%
SOXS vs FSLY
+161.0%
-252.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.2% | +8.9% | +8.7% |
| 7D | +46.7% | -22.2% | +68.8% | +40.8% |
| 30D | +97.0% | -19.1% | +116.1% | +93.2% |
| 3M | +39.5% | -15.7% | +55.2% | +39.8% |
| 6M | -54.9% | -23.5% | -31.5% | -52.5% |
| YTD | -90.4% | +106.6% | -197.0% | -90.2% |
| 1Y | -91.6% | +164.3% | -255.9% | -91.7% |
| All | -91.6% | +161.0% | -252.6% | -91.7% |
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