+182.1%
FSLY vs SCHG
+16.6%
+165.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -1.7% |
| 7D | -10.6% | -0.7% | -9.9% | -10.0% |
| 30D | -20.9% | +0.2% | -21.1% | -20.8% |
| 3M | +3.4% | +2.2% | +1.2% | +1.9% |
| 6M | +2.7% | +15.0% | -12.3% | -8.2% |
| YTD | +102.3% | +9.2% | +93.1% | +89.3% |
| 1Y | +182.1% | +15.7% | +166.3% | +111.4% |
| All | +182.1% | +16.6% | +165.4% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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