+31.6%
FAST vs STRL
-30.1%
+61.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -21.5% | +23.1% | +2.1% |
| 7D | +3.4% | -27.1% | +30.5% | +4.0% |
| 30D | +5.5% | -45.8% | +51.3% | +6.8% |
| 3M | +7.6% | -47.6% | +55.2% | +8.9% |
| 6M | +19.8% | -46.4% | +66.2% | +20.2% |
| YTD | +35.5% | -7.4% | +42.8% | +27.0% |
| 1Y | +31.6% | -25.9% | +57.5% | +24.8% |
| All | +31.6% | -30.1% | +61.7% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling