+31.6%
FAST vs SPMO
+11.0%
+20.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | +3.4% | -8.9% | +12.3% | +4.5% |
| 30D | +5.5% | -13.8% | +19.3% | +7.3% |
| 3M | +7.6% | -12.5% | +20.1% | +9.1% |
| 6M | +19.8% | -1.5% | +21.3% | +16.9% |
| YTD | +35.5% | +11.3% | +24.1% | +24.8% |
| 1Y | +31.6% | +11.5% | +20.2% | +21.0% |
| All | +31.6% | +11.0% | +20.7% | +21.0% |
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