+93.7%
FAST vs SRE
+18.5%
+75.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.2% | +0.7% |
| 7D | +2.1% | -9.2% | +11.2% | +4.4% |
| 30D | +6.9% | -1.9% | +8.8% | +7.3% |
| 3M | +4.8% | -6.5% | +11.4% | +6.3% |
| 6M | +19.8% | -15.2% | +35.0% | +24.5% |
| YTD | +34.9% | -9.5% | +44.4% | +37.9% |
| 1Y | +32.8% | -13.2% | +46.0% | +37.2% |
| 3Y | +93.7% | +19.5% | +74.3% | +77.4% |
| All | +93.7% | +18.5% | +75.3% | +77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling