-1.3%
FSLY vs SCHG
+86.3%
-87.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +0.9% |
| 7D | +12.5% | -1.0% | +13.5% | +13.9% |
| 30D | -18.8% | -1.3% | -17.6% | -17.2% |
| 3M | +22.7% | +5.4% | +17.2% | +15.6% |
| 6M | -3.7% | +14.4% | -18.1% | -18.3% |
| YTD | +127.5% | +8.0% | +119.5% | +107.2% |
| 1Y | +193.5% | +12.7% | +180.8% | +150.6% |
| 3Y | -1.3% | +85.6% | -86.9% | -64.0% |
| All | -1.3% | +86.3% | -87.6% | -64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling