+655.0%
FAST vs SPMO
+484.3%
+170.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.4% | -1.4% | +0.4% |
| 7D | +3.8% | -1.9% | +5.8% | +4.8% |
| 30D | +8.1% | -14.1% | +22.1% | +17.4% |
| 3M | +5.8% | -13.1% | +18.9% | +13.9% |
| 6M | +24.9% | -9.4% | +34.2% | +28.8% |
| YTD | +38.9% | +9.5% | +29.4% | +26.0% |
| 1Y | +36.5% | +10.5% | +26.0% | +22.9% |
| 3Y | +98.1% | +124.4% | -26.3% | +6.0% |
| 5Y | +109.3% | +110.5% | -1.2% | +16.4% |
| 10Y | +547.9% | +450.3% | +97.6% | +120.1% |
| All | +655.0% | +484.3% | +170.7% | +152.2% |
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 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