+107.5%
SOXX vs FSLY
+210.9%
-103.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.7% |
| 7D | +1.4% | +12.5% | -11.1% | +0.6% |
| 30D | -3.6% | -18.8% | +15.2% | -2.5% |
| 3M | -10.2% | +22.7% | -32.8% | -11.4% |
| 6M | +54.2% | -3.7% | +57.9% | +52.8% |
| YTD | +75.2% | +127.5% | -52.3% | +73.1% |
| 1Y | +107.5% | +193.5% | -86.0% | +104.1% |
| All | +107.5% | +210.9% | -103.4% | +104.1% |
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