+226.8%
SOXX vs FSLY
+1.6%
+225.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.6% |
| 7D | +1.4% | +12.5% | -11.1% | 0.0% |
| 30D | -3.6% | -18.8% | +15.2% | -1.5% |
| 3M | -10.2% | +22.7% | -32.8% | -12.9% |
| 6M | +54.2% | -3.7% | +57.9% | +49.7% |
| YTD | +75.2% | +127.5% | -52.3% | +51.3% |
| 1Y | +107.5% | +193.5% | -86.0% | +69.2% |
| 3Y | +226.8% | -1.3% | +228.1% | +181.3% |
| All | +226.8% | +1.6% | +225.2% | +181.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling