+219.6%
SPXL vs FSLY
-0.4%
+220.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.7% | -7.1% | -2.2% |
| 7D | -1.3% | +11.2% | -12.5% | -2.7% |
| 30D | -5.0% | -18.2% | +13.2% | -2.8% |
| 3M | +7.6% | +21.9% | -14.3% | +3.7% |
| 6M | +33.6% | +4.0% | +29.6% | +26.5% |
| YTD | +28.1% | +123.1% | -95.0% | +4.2% |
| 1Y | +43.6% | +196.9% | -153.2% | +6.3% |
| All | +219.6% | -0.4% | +220.0% | +154.5% |
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