+531.8%
FAST vs SPG
+117.2%
+414.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | +4.8% | +5.6% | -0.8% | +3.6% |
| 30D | +8.6% | +17.6% | -9.0% | +4.8% |
| 3M | +5.7% | +7.5% | -1.8% | +4.0% |
| 6M | +25.5% | +18.5% | +6.9% | +20.8% |
| YTD | +39.6% | +30.9% | +8.7% | +31.6% |
| 1Y | +35.5% | +34.1% | +1.4% | +27.1% |
| 3Y | +96.2% | +135.5% | -39.3% | +62.8% |
| 5Y | +110.2% | +86.5% | +23.7% | +79.7% |
| 10Y | +531.8% | +116.1% | +415.8% | +471.1% |
| All | +531.8% | +117.2% | +414.6% | +471.1% |
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