+23,520.7%
FAST vs SPY
+3,091.8%
+20,428.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.1% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -0.8% | +0.1% | -0.8% | -0.8% |
| 3M | +5.8% | +2.0% | +3.8% | +3.4% |
| 6M | +8.0% | +13.0% | -5.0% | -4.7% |
| YTD | +25.6% | +13.5% | +12.1% | +10.3% |
| 1Y | +0.8% | +20.0% | -19.2% | -16.5% |
| 3Y | +86.1% | +77.2% | +8.9% | +2.7% |
| 5Y | +100.2% | +81.9% | +18.3% | +6.8% |
| 10Y | +494.2% | +314.1% | +180.1% | +36.7% |
| All | +23,520.7% | +3,091.8% | +20,428.9% | +593.8% |
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