+26,145.2%
FAST vs SM
+1,608.3%
+24,536.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.0% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -0.8% | +26.3% | -27.1% | -3.4% |
| 3M | +5.8% | +8.7% | -2.9% | +4.2% |
| 6M | +8.0% | +51.7% | -43.7% | +1.9% |
| YTD | +25.6% | +99.0% | -73.4% | +14.8% |
| 1Y | +0.8% | +34.6% | -33.8% | -4.1% |
| 3Y | +86.1% | -7.8% | +93.9% | +80.8% |
| 5Y | +100.2% | +104.8% | -4.6% | +71.4% |
| 10Y | +494.2% | +7.2% | +486.9% | +323.8% |
| All | +26,145.2% | +1,608.3% | +24,536.9% | +12,088.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling