+8.0%
FAST vs SITM
+49.4%
-41.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.5% | -5.8% | +0.6% |
| 7D | -0.4% | +9.7% | -10.1% | -0.6% |
| 30D | -0.8% | +12.7% | -13.5% | -1.1% |
| 3M | +5.8% | -13.4% | +19.2% | +6.2% |
| 6M | +8.0% | +59.6% | -51.6% | -0.6% |
| All | +8.0% | +49.4% | -41.4% | -0.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling