-99.8%
SOXS vs FSLY
+210.9%
-310.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.0% | -7.5% | -5.1% |
| 7D | -4.7% | +12.5% | -17.2% | -2.1% |
| 30D | +7.7% | -18.8% | +26.6% | +4.5% |
| 3M | -10.2% | +22.7% | -32.8% | -3.6% |
| 6M | -99.2% | -3.7% | -95.5% | -99.0% |
| YTD | -99.5% | +127.5% | -227.0% | -99.4% |
| 1Y | -99.8% | +193.5% | -293.3% | -99.7% |
| All | -99.8% | +210.9% | -310.6% | -99.7% |
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