+98.1%
FAST vs SBAC
-8.2%
+106.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +2.9% |
| 7D | +3.8% | +3.0% | +0.9% | +3.5% |
| 30D | +8.1% | +4.3% | +3.8% | +7.4% |
| 3M | +5.8% | +4.1% | +1.7% | +5.1% |
| 6M | +24.9% | -11.6% | +36.5% | +26.9% |
| YTD | +38.9% | +0.4% | +38.6% | +38.7% |
| 1Y | +36.5% | -1.1% | +37.6% | +36.6% |
| 3Y | +98.1% | -7.3% | +105.4% | +98.6% |
| All | +98.1% | -8.2% | +106.3% | +98.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling