+548.6%
FAST vs STT
+203.9%
+344.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.7% |
| 7D | +4.3% | +0.4% | +3.8% | +4.1% |
| 30D | +8.3% | -0.4% | +8.7% | +8.4% |
| 3M | +6.5% | -6.5% | +13.0% | +8.8% |
| 6M | +29.5% | +17.2% | +12.3% | +21.6% |
| YTD | +41.3% | +38.2% | +3.1% | +24.6% |
| 1Y | +37.4% | +49.3% | -11.9% | +17.8% |
| 3Y | +98.5% | +181.9% | -83.4% | +33.1% |
| 5Y | +111.1% | +106.9% | +4.2% | +52.7% |
| 10Y | +548.6% | +203.1% | +345.4% | +273.2% |
| All | +548.6% | +203.9% | +344.6% | +273.2% |
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