+531.6%
FAST vs SPYG
+414.4%
+117.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.1% |
| 7D | +1.3% | +1.2% | +0.1% | +0.5% |
| 30D | -4.7% | -1.6% | -3.2% | -3.7% |
| 3M | +7.9% | +3.4% | +4.6% | +5.0% |
| 6M | +7.4% | +18.9% | -11.5% | -5.9% |
| YTD | +25.1% | +13.8% | +11.3% | +12.8% |
| 1Y | +4.7% | +20.6% | -15.9% | -10.0% |
| 3Y | +94.7% | +100.5% | -5.8% | +9.8% |
| 5Y | +106.8% | +84.6% | +22.1% | +22.7% |
| All | +531.6% | +414.4% | +117.2% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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