+4,904.5%
FAST vs SPYG
+513.6%
+4,390.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.6% |
| 7D | +2.1% | -3.6% | +5.7% | +4.9% |
| 30D | +6.9% | -11.2% | +18.0% | +16.9% |
| 3M | +4.8% | -8.1% | +12.9% | +11.4% |
| 6M | +19.8% | -3.3% | +23.1% | +21.3% |
| YTD | +34.9% | +5.5% | +29.4% | +26.4% |
| 1Y | +32.8% | +7.0% | +25.8% | +22.8% |
| 3Y | +93.7% | +89.5% | +4.3% | +7.2% |
| 5Y | +105.3% | +63.3% | +42.0% | +26.2% |
| 10Y | +595.4% | +395.1% | +200.2% | +60.2% |
| All | +4,904.5% | +513.6% | +4,390.9% | +654.1% |
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 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