+769.2%
SOXX vs FSLY
+5.6%
+763.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +3.0% | +7.5% | -4.5% | +1.8% |
| 30D | -3.1% | -21.1% | +18.0% | +0.1% |
| 3M | -4.4% | +21.8% | -26.2% | -8.3% |
| 6M | +52.9% | -0.1% | +53.0% | +45.6% |
| YTD | +72.0% | +123.1% | -51.1% | +38.3% |
| 1Y | +105.1% | +208.6% | -103.5% | +52.6% |
| 3Y | +220.6% | -1.3% | +221.9% | +168.6% |
| 5Y | +244.8% | -48.4% | +293.2% | +186.0% |
| All | +769.2% | +5.6% | +763.6% | +442.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling