+548.6%
FAST vs SPG
+116.4%
+432.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +4.3% | +2.7% | +1.5% | +3.7% |
| 30D | +8.3% | +16.6% | -8.2% | +4.8% |
| 3M | +6.5% | +8.1% | -1.6% | +4.7% |
| 6M | +29.5% | +19.3% | +10.2% | +24.5% |
| YTD | +41.3% | +31.1% | +10.2% | +33.1% |
| 1Y | +37.4% | +32.8% | +4.6% | +29.1% |
| 3Y | +98.5% | +135.8% | -37.3% | +64.7% |
| 5Y | +111.1% | +85.1% | +26.0% | +80.7% |
| 10Y | +548.6% | +115.9% | +432.6% | +487.7% |
| All | +548.6% | +116.4% | +432.2% | +487.7% |
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