+52.5%
SOXX vs FSLY
+161.0%
-108.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -3.0% | -3.1% |
| 7D | -13.7% | -22.2% | +8.5% | -12.2% |
| 30D | -23.6% | -19.1% | -4.5% | -22.6% |
| 3M | -16.9% | -15.7% | -1.2% | -16.3% |
| 6M | -2.4% | -23.5% | +21.1% | -2.5% |
| YTD | +49.8% | +106.6% | -56.8% | +51.3% |
| 1Y | +52.5% | +164.3% | -111.7% | +55.2% |
| All | +52.5% | +161.0% | -108.5% | +55.2% |
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