+107.2%
FAST vs SGI
+60.4%
+46.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.6% |
| 7D | -0.4% | +8.5% | -8.9% | -2.4% |
| 30D | -0.8% | +0.7% | -1.5% | -1.2% |
| 3M | +5.8% | +0.6% | +5.1% | +5.1% |
| 6M | +8.0% | -17.9% | +25.9% | +12.2% |
| YTD | +25.6% | -21.2% | +46.8% | +31.7% |
| 1Y | +0.8% | -18.9% | +19.7% | +4.6% |
| 3Y | +86.1% | +52.6% | +33.5% | +62.7% |
| All | +107.2% | +60.4% | +46.8% | +70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling