-89.3%
SQQQ vs FSLY
+1.6%
-90.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -2.2% |
| 7D | +1.8% | +12.5% | -10.7% | +4.1% |
| 30D | +4.2% | -18.8% | +23.0% | +1.1% |
| 3M | -3.3% | +22.7% | -25.9% | +2.6% |
| 6M | -43.6% | -3.7% | -39.9% | -39.5% |
| YTD | -41.9% | +127.5% | -169.4% | -24.5% |
| 1Y | -50.6% | +193.5% | -244.2% | -28.9% |
| 3Y | -89.3% | -1.3% | -88.0% | -84.7% |
| All | -89.3% | +1.6% | -90.9% | -84.7% |
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 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