+508.9%
SPXL vs FSLY
+5.6%
+503.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -6.0% | +7.5% | -13.5% | -7.6% |
| 30D | -5.8% | -21.1% | +15.3% | -1.2% |
| 3M | +10.9% | +21.8% | -10.9% | +3.9% |
| 6M | +31.9% | -0.1% | +32.0% | +21.0% |
| YTD | +25.8% | +123.1% | -97.3% | -12.8% |
| 1Y | +39.8% | +208.6% | -168.8% | -14.5% |
| 3Y | +219.9% | -1.3% | +221.1% | +139.3% |
| 5Y | +141.1% | -48.4% | +189.4% | +83.8% |
| All | +508.9% | +5.6% | +503.3% | +159.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling