+19,021.8%
FAST vs SPG
+5,756.7%
+13,265.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | +0.7% | +5.0% | -4.4% | -1.0% |
| 30D | +4.6% | +12.3% | -7.7% | +0.6% |
| 3M | +6.4% | +1.9% | +4.5% | +5.6% |
| 6M | +20.6% | +14.4% | +6.2% | +15.0% |
| YTD | +34.7% | +26.5% | +8.2% | +24.1% |
| 1Y | +29.7% | +30.7% | -1.0% | +18.2% |
| 3Y | +89.9% | +122.6% | -32.7% | +42.7% |
| 5Y | +105.0% | +73.3% | +31.6% | +64.9% |
| 10Y | +594.2% | +111.1% | +483.1% | +354.6% |
| All | +19,021.8% | +5,756.7% | +13,265.1% | +3,684.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling