+90.1%
FAST vs SFM
+108.0%
-17.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.6% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | -0.8% | -4.4% | +3.6% | -0.5% |
| 3M | +5.8% | +1.5% | +4.2% | +5.5% |
| 6M | +8.0% | +6.5% | +1.5% | +7.1% |
| YTD | +25.6% | +2.2% | +23.5% | +25.0% |
| 1Y | +0.8% | -41.9% | +42.7% | +5.6% |
| All | +90.1% | +108.0% | -17.9% | +72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling