+548.6%
FAST vs SPXS
-99.5%
+648.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.9% | +5.1% | 0.0% |
| 7D | +4.3% | +1.5% | +2.8% | +5.1% |
| 30D | +8.3% | +6.3% | +2.0% | +10.8% |
| 3M | +6.5% | +4.2% | +2.2% | +8.5% |
| 6M | +29.5% | -7.9% | +37.4% | +27.9% |
| YTD | +41.3% | -27.5% | +68.8% | +31.2% |
| 1Y | +37.4% | -27.0% | +64.4% | +28.2% |
| 3Y | +98.5% | -80.5% | +179.1% | +32.8% |
| 5Y | +111.1% | -84.0% | +195.1% | +53.1% |
| 10Y | +548.6% | -99.5% | +648.1% | +108.6% |
| All | +548.6% | -99.5% | +648.1% | +108.6% |
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