+533.3%
FAST vs SGI
+319.5%
+213.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -0.7% |
| 7D | +4.2% | -5.3% | +9.5% | +5.2% |
| 30D | +6.7% | -2.1% | +8.7% | +6.8% |
| 3M | +8.0% | -8.2% | +16.2% | +9.4% |
| 6M | +27.4% | -4.6% | +32.0% | +27.5% |
| YTD | +40.5% | -31.5% | +72.0% | +49.5% |
| 1Y | +38.4% | -30.8% | +69.2% | +46.9% |
| 3Y | +98.7% | +67.2% | +31.5% | +75.3% |
| 5Y | +106.7% | +42.5% | +64.2% | +81.9% |
| All | +533.3% | +319.5% | +213.8% | +334.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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