+507.7%
FAST vs SRE
+121.7%
+386.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.0% |
| 7D | +1.3% | +1.4% | -0.1% | +0.8% |
| 30D | -4.7% | +1.9% | -6.6% | -5.5% |
| 3M | +7.9% | -3.3% | +11.2% | +8.8% |
| 6M | +7.4% | -6.4% | +13.9% | +9.5% |
| YTD | +25.1% | -1.8% | +26.9% | +25.3% |
| 1Y | +4.7% | +10.7% | -6.1% | +0.6% |
| 3Y | +94.7% | +31.8% | +62.9% | +72.5% |
| 5Y | +106.8% | +49.2% | +57.6% | +76.1% |
| 10Y | +507.7% | +118.5% | +389.1% | +381.6% |
| All | +507.7% | +121.7% | +386.0% | +381.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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