+74,290.4%
FAST vs STT
+6,256.2%
+68,034.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.7% | +4.1% | +1.0% |
| 7D | +0.7% | -4.9% | +5.6% | +2.3% |
| 30D | +4.6% | -6.0% | +10.6% | +6.7% |
| 3M | +6.4% | -11.7% | +18.0% | +10.5% |
| 6M | +20.6% | +11.7% | +8.9% | +15.6% |
| YTD | +34.7% | +30.4% | +4.2% | +22.3% |
| 1Y | +29.7% | +43.9% | -14.3% | +13.9% |
| 3Y | +89.9% | +165.4% | -75.5% | +34.4% |
| 5Y | +105.0% | +101.0% | +4.0% | +54.2% |
| 10Y | +594.2% | +210.7% | +383.5% | +325.7% |
| All | +74,290.4% | +6,256.2% | +68,034.2% | +11,155.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling