+5,167.4%
FAST vs SBAC
+2,252.5%
+2,914.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | +0.7% | +4.4% | -3.8% | 0.0% |
| 30D | +4.6% | +13.8% | -9.1% | +2.6% |
| 3M | +6.4% | +9.0% | -2.6% | +4.8% |
| 6M | +20.6% | -10.0% | +30.6% | +21.9% |
| YTD | +34.7% | +1.8% | +32.9% | +33.1% |
| 1Y | +29.7% | +1.1% | +28.5% | +28.3% |
| 3Y | +89.9% | -9.5% | +99.5% | +89.5% |
| 5Y | +105.0% | -39.0% | +144.0% | +115.3% |
| 10Y | +594.2% | +101.1% | +493.0% | +517.8% |
| All | +5,167.4% | +2,252.5% | +2,914.9% | +3,150.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling