+25,219.9%
FAST vs SPY
+2,945.2%
+22,274.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | +3.8% |
| 7D | +0.7% | -4.7% | +5.4% | +5.4% |
| 30D | +4.6% | -5.9% | +10.6% | +10.8% |
| 3M | +6.4% | -4.5% | +10.9% | +11.0% |
| 6M | +20.6% | +1.8% | +18.8% | +17.7% |
| YTD | +34.7% | +8.3% | +26.3% | +23.4% |
| 1Y | +29.7% | +9.3% | +20.3% | +17.6% |
| 3Y | +89.9% | +74.9% | +15.1% | +5.9% |
| 5Y | +105.0% | +67.3% | +37.7% | +18.5% |
| 10Y | +594.2% | +311.6% | +282.6% | +59.7% |
| All | +25,219.9% | +2,945.2% | +22,274.7% | +676.4% |
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