+548.6%
FAST vs SPY
+311.8%
+236.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | 0.0% |
| 7D | +4.3% | -0.9% | +5.2% | +5.0% |
| 30D | +8.3% | -2.4% | +10.7% | +10.4% |
| 3M | +6.5% | -1.2% | +7.6% | +7.3% |
| 6M | +29.5% | +3.3% | +26.2% | +25.1% |
| YTD | +41.3% | +12.3% | +29.0% | +26.4% |
| 1Y | +37.4% | +12.4% | +24.9% | +22.7% |
| 3Y | +98.5% | +78.8% | +19.7% | +13.1% |
| 5Y | +111.1% | +75.2% | +35.9% | +22.0% |
| 10Y | +548.6% | +311.1% | +237.5% | +57.9% |
| All | +548.6% | +311.8% | +236.8% | +57.9% |
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