-5.3%
FSLY vs SCHG
+261.3%
-266.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +6.7% |
| 7D | +11.2% | -0.9% | +12.0% | +12.6% |
| 30D | -18.2% | -2.3% | -15.9% | -15.0% |
| 3M | +21.9% | +4.5% | +17.4% | +14.6% |
| 6M | +4.0% | +13.6% | -9.5% | -13.8% |
| YTD | +123.1% | +7.6% | +115.5% | +99.3% |
| 1Y | +196.9% | +13.0% | +183.8% | +144.4% |
| 3Y | -1.3% | +87.0% | -88.2% | -63.1% |
| 5Y | -50.2% | +82.9% | -133.1% | -78.6% |
| All | -5.3% | +261.3% | -266.7% | -81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling