+232.1%
FAST vs SITM
+4,507.3%
-4,275.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.3% |
| 7D | +1.3% | +8.4% | -7.1% | +0.6% |
| 30D | -4.7% | -17.4% | +12.7% | -3.4% |
| 3M | +7.9% | -9.8% | +17.8% | +7.8% |
| 6M | +7.4% | +83.0% | -75.5% | -0.4% |
| YTD | +25.1% | +69.6% | -44.5% | +16.1% |
| 1Y | +4.7% | +144.9% | -140.2% | -6.9% |
| 3Y | +94.7% | +429.9% | -335.2% | +51.9% |
| 5Y | +106.8% | +169.2% | -62.4% | +62.3% |
| All | +232.1% | +4,507.3% | -4,275.3% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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