+105.0%
FAST vs SM
-8.9%
+113.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | -0.2% |
| 7D | +0.7% | -25.1% | +25.8% | +2.8% |
| 30D | +4.6% | -15.6% | +20.2% | +5.8% |
| 3M | +6.4% | +2.7% | +3.7% | +5.6% |
| 6M | +20.6% | -3.8% | +24.4% | +19.8% |
| YTD | +34.7% | +61.8% | -27.2% | +25.9% |
| 1Y | +29.7% | +71.4% | -41.7% | +20.4% |
| 3Y | +89.9% | -20.7% | +110.6% | +86.7% |
| 5Y | +105.0% | -11.5% | +116.5% | +97.3% |
| All | +105.0% | -8.9% | +113.8% | +97.3% |
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