+575.3%
FAST vs SBAC
+93.8%
+481.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.7% |
| 7D | +2.1% | +1.2% | +0.9% | +1.7% |
| 30D | +6.9% | +11.2% | -4.3% | +3.4% |
| 3M | +4.8% | +4.5% | +0.4% | +3.1% |
| 6M | +19.8% | -12.2% | +31.9% | +23.4% |
| YTD | +34.9% | -0.1% | +35.0% | +32.4% |
| 1Y | +32.8% | -0.3% | +33.0% | +30.3% |
| 3Y | +93.7% | -8.7% | +102.5% | +91.3% |
| 5Y | +105.3% | -40.2% | +145.5% | +132.8% |
| All | +575.3% | +93.8% | +481.6% | +590.4% |
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