+507.7%
FAST vs SPXS
-99.5%
+607.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.1% | +0.1% |
| 7D | +1.3% | -1.5% | +2.8% | +0.8% |
| 30D | -4.7% | +3.7% | -8.4% | -3.6% |
| 3M | +7.9% | -9.6% | +17.5% | +5.3% |
| 6M | +7.4% | -32.4% | +39.8% | -3.3% |
| YTD | +25.1% | -28.7% | +53.7% | +14.9% |
| 1Y | +4.7% | -38.1% | +42.8% | -7.5% |
| 3Y | +94.7% | -80.1% | +174.8% | +30.8% |
| 5Y | +106.8% | -85.9% | +192.7% | +43.4% |
| 10Y | +507.7% | -99.5% | +607.2% | +73.8% |
| All | +507.7% | -99.5% | +607.2% | +73.8% |
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