+575.3%
FAST vs SPXS
-99.5%
+674.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | -0.1% |
| 7D | +2.1% | +7.5% | -5.4% | +4.5% |
| 30D | +6.9% | +17.5% | -10.6% | +12.5% |
| 3M | +4.8% | +14.7% | -9.8% | +9.8% |
| 6M | +19.8% | -0.1% | +19.9% | +21.0% |
| YTD | +34.9% | -19.7% | +54.6% | +28.9% |
| 1Y | +32.8% | -23.6% | +56.4% | +25.4% |
| 3Y | +93.7% | -79.2% | +172.9% | +31.9% |
| 5Y | +105.3% | -81.7% | +187.0% | +54.6% |
| All | +575.3% | -99.5% | +674.8% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling