+547.9%
FAST vs SRE
+110.3%
+437.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.2% | +2.7% |
| 7D | +3.8% | -8.4% | +12.2% | +6.8% |
| 30D | +8.1% | -3.2% | +11.2% | +9.1% |
| 3M | +5.8% | -5.3% | +11.1% | +7.3% |
| 6M | +24.9% | -12.6% | +37.5% | +29.9% |
| YTD | +38.9% | -8.8% | +47.7% | +42.3% |
| 1Y | +36.5% | -13.4% | +49.9% | +42.2% |
| 3Y | +98.1% | +24.4% | +73.7% | +78.4% |
| 5Y | +109.3% | +47.3% | +62.0% | +78.3% |
| 10Y | +547.9% | +116.7% | +431.3% | +429.5% |
| All | +547.9% | +110.3% | +437.6% | +429.5% |
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