+106.8%
FAST vs SPMO
+149.9%
-43.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.7% |
| 7D | +1.3% | +3.4% | -2.1% | -0.3% |
| 30D | -4.7% | +0.5% | -5.3% | -5.1% |
| 3M | +7.9% | +1.9% | +6.0% | +5.8% |
| 6M | +7.4% | +27.8% | -20.4% | -7.9% |
| YTD | +25.1% | +26.7% | -1.6% | +7.7% |
| 1Y | +4.7% | +28.9% | -24.2% | -11.1% |
| 3Y | +94.7% | +160.7% | -66.0% | -0.8% |
| 5Y | +106.8% | +150.2% | -43.4% | +7.2% |
| All | +106.8% | +149.9% | -43.1% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling