+25,263.0%
FAST vs SPY
+2,954.7%
+22,308.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | -0.1% |
| 7D | +2.1% | -2.7% | +4.8% | +4.7% |
| 30D | +6.9% | -5.4% | +12.3% | +12.6% |
| 3M | +4.8% | -4.1% | +8.9% | +8.9% |
| 6M | +19.8% | +0.7% | +19.1% | +18.2% |
| YTD | +34.9% | +8.7% | +26.2% | +23.2% |
| 1Y | +32.8% | +10.9% | +21.9% | +18.8% |
| 3Y | +93.7% | +75.0% | +18.8% | +7.9% |
| 5Y | +105.3% | +67.8% | +37.5% | +18.3% |
| 10Y | +595.4% | +312.9% | +282.5% | +59.5% |
| All | +25,263.0% | +2,954.7% | +22,308.2% | +675.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling