+5,924.3%
FAST vs SRE
+1,424.7%
+4,499.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.2% | +1.0% |
| 7D | +2.1% | -9.2% | +11.2% | +5.9% |
| 30D | +6.9% | -1.9% | +8.8% | +7.6% |
| 3M | +4.8% | -6.5% | +11.4% | +7.2% |
| 6M | +19.8% | -15.2% | +35.0% | +27.0% |
| YTD | +34.9% | -9.5% | +44.4% | +39.2% |
| 1Y | +32.8% | -13.2% | +46.0% | +39.2% |
| 3Y | +93.7% | +19.5% | +74.3% | +74.3% |
| 5Y | +105.3% | +43.6% | +61.7% | +70.5% |
| 10Y | +595.4% | +109.9% | +485.5% | +364.8% |
| All | +5,924.3% | +1,424.7% | +4,499.6% | +1,550.5% |
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 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