-47.3%
FSLY vs SCHG
+84.3%
-131.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +0.6% |
| 7D | +12.5% | -1.0% | +13.5% | +14.3% |
| 30D | -18.8% | -1.3% | -17.6% | -16.8% |
| 3M | +22.7% | +5.4% | +17.2% | +13.1% |
| 6M | -3.7% | +14.4% | -18.1% | -22.7% |
| YTD | +127.5% | +8.0% | +119.5% | +99.4% |
| 1Y | +193.5% | +12.7% | +180.8% | +137.3% |
| 3Y | -1.3% | +85.6% | -86.9% | -68.7% |
| All | -47.3% | +84.3% | -131.6% | -80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling