+233.5%
FAST vs SITM
+4,608.4%
-4,374.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.5% | -5.8% | +0.2% |
| 7D | -0.4% | +9.7% | -10.1% | -1.2% |
| 30D | -0.8% | +12.7% | -13.5% | -2.2% |
| 3M | +5.8% | -13.4% | +19.2% | +5.9% |
| 6M | +8.0% | +59.6% | -51.6% | +1.3% |
| YTD | +25.6% | +73.3% | -47.7% | +16.4% |
| 1Y | +0.8% | +165.5% | -164.7% | -11.1% |
| 3Y | +86.1% | +368.7% | -282.6% | +47.2% |
| 5Y | +100.2% | +172.5% | -72.3% | +57.0% |
| All | +233.5% | +4,608.4% | -4,374.9% | +96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling