+105.0%
FAST vs STRL
+788.2%
-683.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -13.9% | +13.3% | +0.5% |
| 7D | +0.7% | -34.6% | +35.3% | +3.7% |
| 30D | +4.6% | -56.7% | +61.3% | +11.5% |
| 3M | +6.4% | -54.4% | +60.8% | +12.6% |
| 6M | +20.6% | -69.7% | +90.3% | +31.1% |
| YTD | +34.7% | -20.2% | +54.9% | +27.9% |
| 1Y | +29.7% | -40.6% | +70.2% | +27.4% |
| 3Y | +89.9% | +221.7% | -131.7% | +34.6% |
| 5Y | +105.0% | +799.0% | -694.0% | +2.7% |
| All | +105.0% | +788.2% | -683.2% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling