-99.8%
SQQQ vs FSLY
+5.6%
-105.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.8% | +2.7% |
| 7D | -2.7% | +11.2% | -13.9% | +0.8% |
| 30D | +2.4% | -18.2% | +20.6% | -2.9% |
| 3M | -8.0% | +21.9% | -29.9% | +1.7% |
| 6M | -43.9% | +4.0% | -48.0% | -35.9% |
| YTD | -42.2% | +123.1% | -165.3% | -10.1% |
| 1Y | -51.8% | +196.9% | -248.7% | -13.1% |
| 3Y | -89.7% | -1.3% | -88.5% | -84.2% |
| 5Y | -94.7% | -50.2% | -44.5% | -88.9% |
| All | -99.8% | +5.6% | -105.4% | -99.0% |
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