+20.6%
FAST vs SM
-3.8%
+24.4%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | -0.8% |
| 7D | +0.7% | -25.1% | +25.8% | -0.8% |
| 30D | +4.6% | -15.6% | +20.2% | +3.8% |
| 3M | +6.4% | +2.7% | +3.7% | +7.0% |
| 6M | +20.6% | -3.8% | +24.4% | +21.3% |
| All | +20.6% | -3.8% | +24.4% | +21.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling