+0.8%
FAST vs SPMO
+29.9%
-29.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.6% |
| 7D | -0.4% | +2.0% | -2.4% | -0.6% |
| 30D | -0.8% | -0.4% | -0.4% | -0.8% |
| 3M | +5.8% | -1.9% | +7.6% | +6.1% |
| 6M | +8.0% | +25.0% | -17.1% | +0.6% |
| YTD | +25.6% | +26.0% | -0.4% | +16.9% |
| 1Y | +0.8% | +28.7% | -27.9% | -7.6% |
| All | +0.8% | +29.9% | -29.1% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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