+547.9%
FAST vs SBAC
+97.3%
+450.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +2.8% |
| 7D | +3.8% | +3.0% | +0.9% | +2.9% |
| 30D | +8.1% | +4.3% | +3.8% | +6.5% |
| 3M | +5.8% | +4.1% | +1.7% | +4.1% |
| 6M | +24.9% | -11.6% | +36.5% | +28.5% |
| YTD | +38.9% | +0.4% | +38.6% | +36.1% |
| 1Y | +36.5% | -1.1% | +37.6% | +34.3% |
| 3Y | +98.1% | -7.3% | +105.4% | +94.5% |
| 5Y | +109.3% | -40.8% | +150.1% | +138.9% |
| 10Y | +547.9% | +103.0% | +445.0% | +510.7% |
| All | +547.9% | +97.3% | +450.7% | +510.7% |
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