+59.6%
SCHW vs FSLY
-48.4%
+108.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -2.8% | +7.5% | -10.3% | -3.3% |
| 30D | -0.1% | -21.1% | +21.0% | +1.5% |
| 3M | +20.6% | +21.8% | -1.2% | +17.9% |
| 6M | +15.9% | -0.1% | +16.1% | +12.6% |
| YTD | +8.5% | +123.1% | -114.6% | -3.9% |
| 1Y | +17.8% | +208.6% | -190.7% | -0.3% |
| 3Y | +88.5% | -1.3% | +89.8% | +71.9% |
| All | +59.6% | -48.4% | +108.0% | +44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling