+537.5%
FAST vs STT
+198.7%
+338.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +5.0% | +5.1% | -0.1% | +3.2% |
| 30D | +8.6% | -0.2% | +8.8% | +8.5% |
| 3M | +6.9% | -8.1% | +15.1% | +9.9% |
| 6M | +29.6% | +16.6% | +12.9% | +21.9% |
| YTD | +41.4% | +37.8% | +3.6% | +24.9% |
| 1Y | +38.5% | +46.8% | -8.3% | +19.5% |
| 3Y | +98.7% | +181.2% | -82.4% | +33.4% |
| 5Y | +108.0% | +105.1% | +2.9% | +51.0% |
| All | +537.5% | +198.7% | +338.8% | +270.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling