+533.3%
FAST vs SBAC
+114.8%
+418.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.1% |
| 7D | +4.2% | +0.6% | +3.5% | +4.0% |
| 30D | +6.7% | +5.5% | +1.2% | +4.8% |
| 3M | +8.0% | +3.1% | +5.0% | +6.6% |
| 6M | +27.4% | -7.0% | +34.4% | +29.1% |
| YTD | +40.5% | +0.5% | +40.0% | +37.5% |
| 1Y | +38.4% | +0.2% | +38.1% | +35.5% |
| 3Y | +98.7% | -7.4% | +106.0% | +95.0% |
| 5Y | +106.7% | -39.7% | +146.4% | +134.8% |
| All | +533.3% | +114.8% | +418.5% | +463.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling