+105.3%
FAST vs SM
-11.5%
+116.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.1% |
| 7D | +2.1% | -25.9% | +28.0% | +4.3% |
| 30D | +6.9% | -15.1% | +22.0% | +8.0% |
| 3M | +4.8% | +4.9% | 0.0% | +3.9% |
| 6M | +19.8% | +6.1% | +13.6% | +18.0% |
| YTD | +34.9% | +63.4% | -28.5% | +26.0% |
| 1Y | +32.8% | +72.5% | -39.7% | +23.2% |
| 3Y | +93.7% | -16.9% | +110.6% | +89.6% |
| All | +105.3% | -11.5% | +116.8% | +98.4% |
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