+93.7%
FAST vs STT
+165.4%
-71.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +2.1% | -2.5% | +4.6% | +2.8% |
| 30D | +6.9% | -5.0% | +11.8% | +8.4% |
| 3M | +4.8% | -10.5% | +15.3% | +8.1% |
| 6M | +19.8% | +10.0% | +9.8% | +15.0% |
| YTD | +34.9% | +30.7% | +4.2% | +21.7% |
| 1Y | +32.8% | +43.8% | -11.0% | +15.9% |
| 3Y | +93.7% | +168.1% | -74.3% | +37.6% |
| All | +93.7% | +165.4% | -71.6% | +37.6% |
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