+4,560.7%
FAST vs SPYG
+564.9%
+3,995.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -0.4% | +0.4% | -0.7% | -0.6% |
| 30D | -0.8% | -0.4% | -0.3% | -0.5% |
| 3M | +5.8% | +0.5% | +5.2% | +4.6% |
| 6M | +8.0% | +17.5% | -9.5% | -6.3% |
| YTD | +25.6% | +14.3% | +11.3% | +11.0% |
| 1Y | +0.8% | +21.7% | -20.9% | -15.9% |
| 3Y | +86.1% | +98.6% | -12.5% | -0.3% |
| 5Y | +100.2% | +85.1% | +15.1% | +11.6% |
| 10Y | +494.2% | +412.0% | +82.1% | +34.5% |
| All | +4,560.7% | +564.9% | +3,995.9% | +562.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling