+499.9%
FAST vs SPG
+60.3%
+439.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.7% | +1.0% |
| 7D | -0.4% | -2.4% | +2.0% | +0.2% |
| 30D | -0.8% | -6.8% | +6.1% | +0.7% |
| 3M | +5.8% | +2.7% | +3.1% | +5.1% |
| 6M | +8.0% | +5.5% | +2.5% | +6.7% |
| YTD | +25.6% | +15.7% | +9.9% | +21.7% |
| 1Y | +0.8% | +20.9% | -20.1% | -3.3% |
| 3Y | +86.1% | +112.4% | -26.3% | +57.8% |
| 5Y | +100.2% | +101.4% | -1.1% | +70.1% |
| All | +499.9% | +60.3% | +439.5% | +484.3% |
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