+107.2%
FAST vs SBAC
-43.7%
+150.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.8% | +1.0% |
| 7D | -0.4% | -0.8% | +0.4% | -0.2% |
| 30D | -0.8% | +6.9% | -7.7% | -2.5% |
| 3M | +5.8% | -8.2% | +14.0% | +7.8% |
| 6M | +8.0% | -1.6% | +9.6% | +7.6% |
| YTD | +25.6% | -0.1% | +25.7% | +24.3% |
| 1Y | +0.8% | -0.5% | +1.3% | -0.3% |
| 3Y | +86.1% | -9.1% | +95.2% | +84.9% |
| All | +107.2% | -43.7% | +150.9% | +140.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling