+90.1%
FAST vs SPG
+112.6%
-22.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.7% | +1.1% |
| 7D | -0.4% | -2.4% | +2.0% | +0.4% |
| 30D | -0.8% | -6.8% | +6.1% | +1.5% |
| 3M | +5.8% | +2.7% | +3.1% | +4.8% |
| 6M | +8.0% | +5.5% | +2.5% | +6.0% |
| YTD | +25.6% | +15.7% | +9.9% | +19.8% |
| 1Y | +0.8% | +20.9% | -20.1% | -5.1% |
| All | +90.1% | +112.6% | -22.5% | +55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling