+5,510.4%
FAST vs SRE
+1,525.5%
+3,984.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | -0.4% | -0.3% | 0.0% | -0.3% |
| 30D | -0.8% | -0.7% | 0.0% | -0.7% |
| 3M | +5.8% | -6.3% | +12.1% | +8.1% |
| 6M | +8.0% | -10.7% | +18.6% | +12.4% |
| YTD | +25.6% | -3.5% | +29.1% | +26.6% |
| 1Y | +0.8% | +5.3% | -4.5% | -2.1% |
| 3Y | +86.1% | +31.8% | +54.3% | +61.0% |
| 5Y | +100.2% | +47.4% | +52.9% | +64.7% |
| 10Y | +494.2% | +120.6% | +373.6% | +289.9% |
| All | +5,510.4% | +1,525.5% | +3,984.9% | +1,402.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling