+105.3%
FAST vs STT
+104.1%
+1.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +4.2% | +4.8% | -0.6% | +2.7% |
| 30D | +6.7% | +3.9% | +2.7% | +5.3% |
| 3M | +8.0% | -8.2% | +16.2% | +10.8% |
| 6M | +27.4% | +15.6% | +11.8% | +20.8% |
| YTD | +40.5% | +37.6% | +2.9% | +25.4% |
| 1Y | +38.4% | +50.1% | -11.8% | +20.0% |
| 3Y | +98.7% | +183.1% | -84.4% | +37.9% |
| All | +105.3% | +104.1% | +1.2% | +48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling