+34.8%
FAST vs SGI
-26.9%
+61.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.3% | -0.3% | +2.3% |
| 7D | +3.8% | -0.2% | +4.1% | +3.8% |
| 30D | +8.1% | +6.6% | +1.5% | +6.3% |
| 3M | +5.8% | +1.8% | +4.0% | +5.0% |
| 6M | +24.9% | -3.9% | +28.7% | +25.5% |
| YTD | +38.9% | -25.2% | +64.2% | +51.6% |
| All | +34.8% | -26.9% | +61.7% | +48.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling