+32.8%
FAST vs SM
+72.1%
-39.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.2% |
| 7D | +2.1% | -25.9% | +28.0% | +1.1% |
| 30D | +6.9% | -15.1% | +22.0% | +6.3% |
| 3M | +4.8% | +4.9% | 0.0% | +5.1% |
| 6M | +19.8% | +6.1% | +13.6% | +20.2% |
| YTD | +34.9% | +63.4% | -28.5% | +26.3% |
| 1Y | +32.8% | +72.5% | -39.7% | +23.0% |
| All | +32.8% | +72.1% | -39.3% | +23.0% |
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