+2,575.8%
FAST vs SGI
+2,083.6%
+492.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.6% |
| 7D | -0.4% | +8.5% | -8.9% | -2.1% |
| 30D | -0.8% | +0.7% | -1.5% | -1.2% |
| 3M | +5.8% | +0.6% | +5.1% | +5.2% |
| 6M | +8.0% | -17.9% | +25.9% | +11.5% |
| YTD | +25.6% | -21.2% | +46.8% | +30.8% |
| 1Y | +0.8% | -18.9% | +19.7% | +3.9% |
| 3Y | +86.1% | +52.6% | +33.5% | +65.3% |
| 5Y | +100.2% | +60.7% | +39.5% | +70.7% |
| 10Y | +494.2% | +278.1% | +216.1% | +277.2% |
| All | +2,575.8% | +2,083.6% | +492.3% | +799.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling