+493.9%
FAST vs SFM
+47.4%
+446.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.1% | +4.6% | +0.2% |
| 7D | +0.7% | +7.5% | -6.8% | -0.5% |
| 30D | +4.6% | -20.8% | +25.5% | +7.5% |
| 3M | +6.4% | -39.4% | +45.7% | +13.6% |
| 6M | +20.6% | -34.5% | +55.1% | +26.7% |
| YTD | +34.7% | -35.2% | +69.9% | +40.9% |
| 1Y | +29.7% | -35.3% | +65.0% | +35.6% |
| 3Y | +89.9% | +23.9% | +66.0% | +70.1% |
| 5Y | +105.0% | +113.8% | -8.9% | +62.5% |
| 10Y | +594.2% | +152.0% | +442.2% | +410.7% |
| All | +493.9% | +47.4% | +446.5% | +369.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling