+32.8%
FAST vs SPG
+31.7%
+1.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | -0.2% |
| 7D | +2.1% | +4.9% | -2.8% | +0.1% |
| 30D | +6.9% | +15.6% | -8.7% | +0.6% |
| 3M | +4.8% | +4.1% | +0.8% | +3.3% |
| 6M | +19.8% | +13.6% | +6.2% | +13.0% |
| YTD | +34.9% | +27.5% | +7.4% | +20.6% |
| 1Y | +32.8% | +32.2% | +0.5% | +16.1% |
| All | +32.8% | +31.7% | +1.1% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling