+90.1%
FAST vs STRL
+484.5%
-394.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.8% | -5.0% | +0.4% |
| 7D | -0.4% | +3.4% | -3.8% | -0.6% |
| 30D | -0.8% | -9.2% | +8.5% | -0.3% |
| 3M | +5.8% | -51.0% | +56.8% | +9.9% |
| 6M | +8.0% | +15.8% | -7.8% | +3.9% |
| YTD | +25.6% | +58.9% | -33.2% | +17.2% |
| 1Y | +0.8% | +68.5% | -67.7% | -7.2% |
| All | +90.1% | +484.5% | -394.4% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling