+173.0%
SCHW vs FSLY
+5.6%
+167.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -6.0% | -0.7% |
| 7D | -1.6% | +11.2% | -12.7% | -2.3% |
| 30D | -1.1% | -18.2% | +17.1% | +0.1% |
| 3M | +20.4% | +21.9% | -1.5% | +18.0% |
| 6M | +13.6% | +4.0% | +9.6% | +10.5% |
| YTD | +7.7% | +123.1% | -115.4% | -2.8% |
| 1Y | +15.2% | +196.9% | -181.7% | +0.7% |
| 3Y | +87.1% | -1.3% | +88.4% | +71.8% |
| 5Y | +57.5% | -50.2% | +107.7% | +42.4% |
| All | +173.0% | +5.6% | +167.4% | +90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling