+524.1%
FAST vs SIRI
-14.2%
+538.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | +1.8% | -3.9% | +5.7% | +2.6% |
| 30D | -6.4% | -0.8% | -5.6% | -6.4% |
| 3M | +5.3% | +4.3% | +1.0% | +4.1% |
| 6M | +5.4% | +34.1% | -28.7% | -1.7% |
| YTD | +23.6% | +47.3% | -23.7% | +12.7% |
| 1Y | +4.1% | +22.9% | -18.8% | -1.6% |
| 3Y | +92.4% | -24.6% | +116.9% | +92.6% |
| 5Y | +106.1% | -43.2% | +149.3% | +111.6% |
| 10Y | +524.1% | -12.3% | +536.4% | +407.6% |
| All | +524.1% | -14.2% | +538.3% | +407.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 10y: compounded portfolio wealth divided by compounded SIRI 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…
10y analysis · Full analysis span regression · 6 months rolling