+105.0%
FAST vs STT
+97.1%
+7.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.7% | +4.1% | +0.9% |
| 7D | +0.7% | -4.9% | +5.6% | +2.2% |
| 30D | +4.6% | -6.0% | +10.6% | +6.6% |
| 3M | +6.4% | -11.7% | +18.0% | +10.3% |
| 6M | +20.6% | +11.7% | +8.9% | +15.5% |
| YTD | +34.7% | +30.4% | +4.2% | +22.2% |
| 1Y | +29.7% | +43.9% | -14.3% | +13.9% |
| 3Y | +89.9% | +165.4% | -75.5% | +34.5% |
| 5Y | +105.0% | +101.0% | +4.0% | +48.4% |
| All | +105.0% | +97.1% | +7.9% | +48.4% |
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