+575.3%
FAST vs SFM
+138.2%
+437.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.8% | +5.0% | +0.9% |
| 7D | +2.1% | -1.2% | +3.3% | +2.1% |
| 30D | +6.9% | -24.8% | +31.6% | +10.6% |
| 3M | +4.8% | -43.7% | +48.5% | +13.2% |
| 6M | +19.8% | -37.3% | +57.0% | +26.6% |
| YTD | +34.9% | -38.4% | +73.3% | +42.1% |
| 1Y | +32.8% | -36.9% | +69.7% | +39.2% |
| 3Y | +93.7% | +20.7% | +73.1% | +71.6% |
| 5Y | +105.3% | +103.5% | +1.8% | +60.0% |
| All | +575.3% | +138.2% | +437.1% | +396.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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