+509.1%
FAST vs SBAC
+78.4%
+430.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.8% | +1.1% |
| 7D | -0.4% | -0.8% | +0.4% | -0.1% |
| 30D | -0.8% | +6.9% | -7.7% | -2.8% |
| 3M | +5.8% | -8.2% | +14.0% | +8.1% |
| 6M | +8.0% | -1.6% | +9.6% | +7.2% |
| YTD | +25.6% | -0.1% | +25.7% | +23.7% |
| 1Y | +0.8% | -0.5% | +1.3% | -0.8% |
| 3Y | +86.1% | -9.1% | +95.2% | +84.0% |
| 5Y | +100.2% | -43.8% | +144.0% | +132.6% |
| All | +509.1% | +78.4% | +430.6% | +497.5% |
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