+90.1%
FAST vs STT
+207.1%
-117.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -0.4% | +0.5% | -0.8% | -0.5% |
| 30D | -0.8% | +3.9% | -4.6% | -1.9% |
| 3M | +5.8% | +20.0% | -14.2% | -0.2% |
| 6M | +8.0% | +55.3% | -47.3% | -6.4% |
| YTD | +25.6% | +53.3% | -27.7% | +9.1% |
| 1Y | +0.8% | +74.7% | -73.9% | -16.2% |
| All | +90.1% | +207.1% | -117.1% | +36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling