+445.0%
FAST vs SFM
+108.9%
+336.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -0.6% |
| 7D | +1.8% | -7.2% | +9.0% | +2.9% |
| 30D | -6.4% | -14.3% | +7.9% | -4.3% |
| 3M | +5.3% | -13.7% | +19.0% | +7.3% |
| 6M | +5.4% | -6.0% | +11.4% | +5.4% |
| YTD | +23.6% | -8.2% | +31.8% | +23.8% |
| 1Y | +4.1% | -46.2% | +50.3% | +12.9% |
| 3Y | +92.4% | +83.6% | +8.8% | +63.5% |
| 5Y | +106.1% | +212.7% | -106.6% | +55.4% |
| 10Y | +524.1% | +273.0% | +251.1% | +335.5% |
| All | +445.0% | +108.9% | +336.1% | +312.8% |
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