+90.1%
FAST vs SM
-7.7%
+97.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +0.9% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -0.8% | +26.3% | -27.1% | -2.5% |
| 3M | +5.8% | +8.7% | -2.9% | +4.9% |
| 6M | +8.0% | +51.7% | -43.7% | +2.7% |
| YTD | +25.6% | +99.0% | -73.4% | +15.4% |
| 1Y | +0.8% | +34.6% | -33.8% | -3.1% |
| All | +90.1% | -7.7% | +97.8% | +86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling