+38.4%
FAST vs SGI
-33.4%
+71.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -0.7% |
| 7D | +4.2% | -5.3% | +9.5% | +5.3% |
| 30D | +6.7% | -2.1% | +8.7% | +6.8% |
| 3M | +8.0% | -8.2% | +16.2% | +9.7% |
| 6M | +27.4% | -4.6% | +32.0% | +27.1% |
| YTD | +40.5% | -31.5% | +72.0% | +56.1% |
| 1Y | +38.4% | -30.8% | +69.2% | +53.3% |
| All | +38.4% | -33.4% | +71.7% | +53.3% |
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