+93.7%
FAST vs SAN
+235.5%
-141.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.5% |
| 7D | +2.1% | +4.9% | -2.8% | +1.3% |
| 30D | +6.9% | -13.0% | +19.9% | +9.1% |
| 3M | +4.8% | -18.9% | +23.7% | +8.2% |
| 6M | +19.8% | -4.1% | +23.9% | +19.9% |
| YTD | +34.9% | +2.6% | +32.3% | +32.2% |
| 1Y | +32.8% | +16.9% | +15.8% | +26.8% |
| 3Y | +93.7% | +239.1% | -145.3% | +46.2% |
| All | +93.7% | +235.5% | -141.7% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 3y: compounded portfolio wealth divided by compounded SAN 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…
3y analysis · Full analysis span regression · 6 months rolling