+633.1%
FAST vs SPMO
+459.7%
+173.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.8% |
| 7D | +2.1% | -8.7% | +10.8% | +7.3% |
| 30D | +6.9% | -18.7% | +25.6% | +19.9% |
| 3M | +4.8% | -16.4% | +21.3% | +15.5% |
| 6M | +19.8% | -11.9% | +31.6% | +25.3% |
| YTD | +34.9% | +4.9% | +30.0% | +25.5% |
| 1Y | +32.8% | +6.2% | +26.6% | +22.4% |
| 3Y | +93.7% | +115.1% | -21.4% | +6.2% |
| 5Y | +105.3% | +102.2% | +3.1% | +16.8% |
| 10Y | +595.4% | +422.3% | +173.0% | +142.4% |
| All | +633.1% | +459.7% | +173.4% | +151.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling