+105.3%
FAST vs SM
+5.5%
+99.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +4.2% | +9.4% | -5.2% | +3.4% |
| 30D | +6.7% | -14.4% | +21.0% | +7.7% |
| 3M | +8.0% | +1.6% | +6.5% | +7.4% |
| 6M | +27.4% | +6.3% | +21.1% | +25.7% |
| YTD | +40.5% | +78.8% | -38.3% | +30.3% |
| 1Y | +38.4% | +83.1% | -44.8% | +27.8% |
| 3Y | +98.7% | -5.9% | +104.6% | +92.4% |
| All | +105.3% | +5.5% | +99.8% | +94.6% |
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