+31.6%
FAST vs SM
+70.4%
-38.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -15.3% | +17.0% | +1.1% |
| 7D | +3.4% | -21.5% | +24.9% | +2.6% |
| 30D | +5.5% | -11.4% | +16.9% | +5.1% |
| 3M | +7.6% | +0.6% | +7.0% | +7.7% |
| 6M | +19.8% | +0.2% | +19.6% | +20.3% |
| YTD | +35.5% | +69.7% | -34.2% | +27.7% |
| 1Y | +31.6% | +71.6% | -39.9% | +23.8% |
| All | +31.6% | +70.4% | -38.8% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling