+575.3%
FAST vs SPG
+109.7%
+465.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | 0.0% |
| 7D | +2.1% | +4.9% | -2.8% | +1.0% |
| 30D | +6.9% | +15.6% | -8.7% | +3.6% |
| 3M | +4.8% | +4.1% | +0.8% | +3.9% |
| 6M | +19.8% | +13.6% | +6.2% | +16.4% |
| YTD | +34.9% | +27.5% | +7.4% | +27.9% |
| 1Y | +32.8% | +32.2% | +0.5% | +24.9% |
| 3Y | +93.7% | +126.0% | -32.3% | +62.2% |
| 5Y | +105.3% | +74.7% | +30.6% | +77.7% |
| All | +575.3% | +109.7% | +465.6% | +516.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling