+35.5%
FAST vs SBAC
+0.4%
+35.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.5% |
| 7D | +4.8% | +3.6% | +1.1% | +4.5% |
| 30D | +8.6% | +4.9% | +3.7% | +8.3% |
| 3M | +5.7% | +6.5% | -0.8% | +5.2% |
| 6M | +25.5% | -11.1% | +36.6% | +27.0% |
| YTD | +39.6% | +0.9% | +38.7% | +42.4% |
| 1Y | +35.5% | -1.6% | +37.0% | +38.7% |
| All | +35.5% | +0.4% | +35.1% | +38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling