+1,717.9%
FAST vs SPXU
-100.0%
+1,817.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +1.2% |
| 7D | -0.4% | -0.1% | -0.2% | -0.4% |
| 30D | -0.8% | +0.8% | -1.6% | -0.4% |
| 3M | +5.8% | -4.7% | +10.5% | +4.8% |
| 6M | +8.0% | -29.6% | +37.6% | -2.4% |
| YTD | +25.6% | -29.9% | +55.5% | +13.9% |
| 1Y | +0.8% | -39.1% | +39.9% | -12.3% |
| 3Y | +86.1% | -80.0% | +166.1% | +21.5% |
| 5Y | +100.2% | -86.0% | +186.3% | +34.2% |
| 10Y | +494.2% | -99.5% | +593.7% | +70.1% |
| All | +1,717.9% | -100.0% | +1,817.8% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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