+14,719.1%
FAST vs SIRI
-7.3%
+14,726.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.6% |
| 7D | +4.8% | +5.5% | -0.7% | +4.4% |
| 30D | +8.6% | +22.6% | -14.0% | +7.0% |
| 3M | +5.7% | +12.9% | -7.2% | +4.7% |
| 6M | +25.5% | +22.3% | +3.2% | +23.4% |
| YTD | +39.6% | +67.8% | -28.2% | +34.0% |
| 1Y | +35.5% | +54.6% | -19.1% | +30.8% |
| 3Y | +96.2% | -21.4% | +117.6% | +96.1% |
| 5Y | +110.2% | -39.2% | +149.4% | +111.3% |
| 10Y | +531.8% | -5.2% | +537.1% | +515.3% |
| All | +14,719.1% | -7.3% | +14,726.4% | +12,820.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling