-36.0%
SQQQ vs FSLY
+161.0%
-196.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | +14.6% | -22.2% | +36.7% | +12.5% |
| 30D | +28.9% | -19.1% | +48.0% | +27.4% |
| 3M | +13.1% | -15.7% | +28.8% | +12.9% |
| 6M | -15.2% | -23.5% | +8.3% | -14.1% |
| YTD | -37.0% | +106.6% | -143.6% | -38.4% |
| 1Y | -36.0% | +164.3% | -200.2% | -38.3% |
| All | -36.0% | +161.0% | -196.9% | -38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling