+0.8%
SCHW vs FSLY
+161.0%
-160.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.7% | +4.6% |
| 7D | +5.2% | -22.2% | +27.4% | +5.6% |
| 30D | -4.7% | -19.1% | +14.4% | -4.4% |
| 3M | -11.9% | -15.7% | +3.7% | -11.9% |
| 6M | +2.7% | -23.5% | +26.2% | +3.0% |
| YTD | -5.6% | +106.6% | -112.3% | -6.5% |
| 1Y | +0.8% | +164.3% | -163.5% | -1.5% |
| All | +0.8% | +161.0% | -160.2% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling