+485.0%
SPXL vs FSLY
-22.7%
+507.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.5% |
| 7D | +7.4% | +4.9% | +2.6% | +6.3% |
| 30D | -7.8% | -33.5% | +25.7% | +0.3% |
| 3M | -11.9% | -44.6% | +32.7% | -2.0% |
| 6M | -1.7% | -9.2% | +7.5% | -3.9% |
| YTD | +20.8% | +63.3% | -42.4% | -11.9% |
| 1Y | +25.0% | +45.3% | -20.3% | -6.2% |
| 3Y | +226.1% | +3.7% | +222.4% | +131.9% |
| 5Y | +101.1% | -67.2% | +168.3% | +67.5% |
| All | +485.0% | -22.7% | +507.7% | +161.7% |
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