+96.2%
FAST vs SGI
+76.5%
+19.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.3% | +5.8% | +1.7% |
| 7D | +4.8% | -3.9% | +8.7% | +5.6% |
| 30D | +8.6% | +0.9% | +7.7% | +8.0% |
| 3M | +5.7% | -2.9% | +8.6% | +5.8% |
| 6M | +25.5% | -9.0% | +34.4% | +27.1% |
| YTD | +39.6% | -29.2% | +68.8% | +50.1% |
| 1Y | +35.5% | -32.3% | +67.7% | +47.1% |
| 3Y | +96.2% | +72.4% | +23.8% | +66.5% |
| All | +96.2% | +76.5% | +19.8% | +66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling