+105.3%
FAST vs STRL
+779.4%
-674.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -0.1% |
| 7D | +2.1% | -26.9% | +29.0% | +4.2% |
| 30D | +6.9% | -52.7% | +59.5% | +13.0% |
| 3M | +4.8% | -52.8% | +57.7% | +10.7% |
| 6M | +19.8% | -71.5% | +91.2% | +31.2% |
| YTD | +34.9% | -17.4% | +52.3% | +27.7% |
| 1Y | +32.8% | -35.0% | +67.7% | +29.2% |
| 3Y | +93.7% | +239.2% | -145.5% | +36.2% |
| All | +105.3% | +779.4% | -674.1% | +5.2% |
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