+268.8%
FAST vs SITM
+3,415.8%
-3,147.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +9.6% | -6.6% | +2.2% |
| 7D | +3.8% | +9.4% | -5.5% | +2.8% |
| 30D | +8.1% | -25.4% | +33.4% | +10.2% |
| 3M | +5.8% | -37.0% | +42.8% | +9.0% |
| 6M | +24.9% | -45.1% | +70.0% | +28.9% |
| YTD | +38.9% | +29.4% | +9.5% | +31.0% |
| 1Y | +36.5% | +39.8% | -3.3% | +27.5% |
| 3Y | +98.1% | +328.2% | -230.1% | +56.4% |
| 5Y | +109.3% | +87.4% | +21.9% | +68.9% |
| All | +268.8% | +3,415.8% | -3,147.0% | +120.5% |
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 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