+116.3%
FAST vs S
-56.8%
+173.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.7% |
| 7D | -0.4% | -7.7% | +7.3% | +0.4% |
| 30D | -0.8% | -5.3% | +4.6% | -0.4% |
| 3M | +5.8% | +20.3% | -14.5% | +3.5% |
| 6M | +8.0% | +47.4% | -39.4% | +3.1% |
| YTD | +25.6% | +32.5% | -6.9% | +21.1% |
| 1Y | +0.8% | +9.5% | -8.7% | -1.2% |
| 3Y | +86.1% | +15.5% | +70.6% | +77.4% |
| 5Y | +100.2% | -71.2% | +171.4% | +99.7% |
| All | +116.3% | -56.8% | +173.1% | +114.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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