+98.7%
FAST vs SPYG
+91.6%
+7.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | +4.2% | +2.3% | +1.8% | +3.3% |
| 30D | +6.7% | -6.5% | +13.1% | +9.0% |
| 3M | +8.0% | -6.8% | +14.9% | +10.5% |
| 6M | +27.4% | -3.1% | +30.6% | +28.2% |
| YTD | +40.5% | +8.0% | +32.5% | +34.9% |
| 1Y | +38.4% | +10.2% | +28.1% | +31.7% |
| 3Y | +98.7% | +91.0% | +7.7% | +37.1% |
| All | +98.7% | +91.6% | +7.1% | +37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling