+110.2%
FAST vs SFM
+100.9%
+9.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.7% |
| 7D | +4.8% | -6.9% | +11.7% | +5.6% |
| 30D | +8.6% | -25.0% | +33.6% | +11.6% |
| 3M | +5.7% | -42.7% | +48.4% | +12.2% |
| 6M | +25.5% | -41.0% | +66.5% | +32.2% |
| YTD | +39.6% | -38.7% | +78.3% | +45.7% |
| 1Y | +35.5% | -38.1% | +73.6% | +41.0% |
| 3Y | +96.2% | +19.3% | +76.9% | +69.4% |
| 5Y | +110.2% | +103.1% | +7.1% | +56.3% |
| All | +110.2% | +100.9% | +9.3% | +56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling