+2,768.3%
FAST vs SGI
+2,021.1%
+747.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | 0.0% |
| 7D | +0.7% | +5.3% | -4.7% | -0.5% |
| 30D | +4.6% | +8.2% | -3.5% | +2.7% |
| 3M | +6.4% | -2.2% | +8.6% | +6.3% |
| 6M | +20.6% | -8.4% | +29.0% | +21.7% |
| YTD | +34.7% | -23.4% | +58.1% | +40.6% |
| 1Y | +29.7% | -14.0% | +43.6% | +31.8% |
| 3Y | +89.9% | +78.8% | +11.1% | +63.4% |
| 5Y | +105.0% | +58.6% | +46.3% | +75.0% |
| 10Y | +594.2% | +427.8% | +166.3% | +312.8% |
| All | +2,768.3% | +2,021.1% | +747.3% | +866.9% |
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