+547.9%
FAST vs SM
+4.9%
+543.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.7% | +5.7% | +3.2% |
| 7D | +3.8% | -22.3% | +26.1% | +5.4% |
| 30D | +8.1% | -21.4% | +29.4% | +9.5% |
| 3M | +5.8% | +1.4% | +4.4% | +5.3% |
| 6M | +24.9% | +0.1% | +24.7% | +24.0% |
| YTD | +38.9% | +59.0% | -20.0% | +33.2% |
| 1Y | +36.5% | +64.3% | -27.9% | +30.5% |
| 3Y | +98.1% | -13.1% | +111.3% | +95.1% |
| 5Y | +109.3% | -13.9% | +123.2% | +102.7% |
| 10Y | +547.9% | +1.7% | +546.2% | +440.6% |
| All | +547.9% | +4.9% | +543.0% | +440.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling