+531.8%
FAST vs SPY
+304.1%
+227.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | +4.8% | -0.6% | +5.4% | +5.2% |
| 30D | +8.6% | -3.7% | +12.3% | +12.0% |
| 3M | +5.7% | -2.7% | +8.4% | +8.0% |
| 6M | +25.5% | +2.2% | +23.3% | +22.4% |
| YTD | +39.6% | +10.8% | +28.8% | +26.3% |
| 1Y | +35.5% | +11.2% | +24.3% | +22.1% |
| 3Y | +96.2% | +76.5% | +19.7% | +13.1% |
| 5Y | +110.2% | +72.9% | +37.3% | +22.8% |
| 10Y | +531.8% | +304.8% | +227.0% | +54.1% |
| All | +531.8% | +304.1% | +227.7% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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