+109.3%
FAST vs SM
-13.5%
+122.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.7% | +5.7% | +3.2% |
| 7D | +3.8% | -22.3% | +26.1% | +5.7% |
| 30D | +8.1% | -21.4% | +29.4% | +9.9% |
| 3M | +5.8% | +1.4% | +4.4% | +5.1% |
| 6M | +24.9% | +0.1% | +24.7% | +23.6% |
| YTD | +38.9% | +59.0% | -20.0% | +30.1% |
| 1Y | +36.5% | +64.3% | -27.9% | +27.2% |
| 3Y | +98.1% | -13.1% | +111.3% | +93.0% |
| 5Y | +109.3% | -13.9% | +123.2% | +102.2% |
| All | +109.3% | -13.5% | +122.8% | +102.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling