+98.1%
FAST vs SPY
+78.0%
+20.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.6% | +1.5% |
| 7D | +3.8% | +0.1% | +3.8% | +3.7% |
| 30D | +8.1% | -3.3% | +11.4% | +10.3% |
| 3M | +5.8% | -2.4% | +8.2% | +7.3% |
| 6M | +24.9% | +2.6% | +22.3% | +22.3% |
| YTD | +38.9% | +11.2% | +27.7% | +28.7% |
| 1Y | +36.5% | +13.4% | +23.1% | +24.8% |
| 3Y | +98.1% | +79.9% | +18.2% | +25.6% |
| All | +98.1% | +78.0% | +20.1% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling