+537.5%
FAST vs SRE
+126.1%
+411.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | +5.0% | -1.1% | +6.1% | +5.4% |
| 30D | +8.6% | -4.1% | +12.7% | +10.0% |
| 3M | +6.9% | -7.3% | +14.2% | +9.3% |
| 6M | +29.6% | -14.1% | +43.7% | +35.6% |
| YTD | +41.4% | -8.5% | +49.9% | +44.7% |
| 1Y | +38.5% | -12.0% | +50.5% | +43.5% |
| 3Y | +98.7% | +23.4% | +75.4% | +79.3% |
| 5Y | +108.0% | +51.3% | +56.7% | +75.6% |
| All | +537.5% | +126.1% | +411.4% | +420.3% |
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