+4.7%
FAST vs SPMO
+29.0%
-24.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +1.3% | +3.4% | -2.1% | +0.9% |
| 30D | -4.7% | +0.5% | -5.3% | -4.8% |
| 3M | +7.9% | +1.9% | +6.0% | +7.5% |
| 6M | +7.4% | +27.8% | -20.4% | +0.1% |
| YTD | +25.1% | +26.7% | -1.6% | +16.5% |
| 1Y | +4.7% | +28.9% | -24.2% | -2.2% |
| All | +4.7% | +29.0% | -24.3% | -2.2% |
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