+37.4%
FAST vs SPXS
-28.0%
+65.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.9% | +5.1% | +0.5% |
| 7D | +4.3% | +1.5% | +2.8% | +4.7% |
| 30D | +8.3% | +6.3% | +2.0% | +9.7% |
| 3M | +6.5% | +4.2% | +2.2% | +7.6% |
| 6M | +29.5% | -7.9% | +37.4% | +28.4% |
| YTD | +41.3% | -27.5% | +68.8% | +32.7% |
| 1Y | +37.4% | -27.0% | +64.4% | +29.4% |
| All | +37.4% | -28.0% | +65.4% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling