+31.6%
FAST vs STZ
+14.7%
+16.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.3% | -3.6% | +1.0% |
| 7D | +3.4% | +13.0% | -9.6% | +1.8% |
| 30D | +5.5% | +29.4% | -23.9% | +1.8% |
| 3M | +7.6% | +11.6% | -4.0% | +5.9% |
| 6M | +19.8% | -0.2% | +20.0% | +19.6% |
| YTD | +35.5% | +8.6% | +26.9% | +32.7% |
| 1Y | +31.6% | +15.9% | +15.7% | +25.2% |
| All | +31.6% | +14.7% | +16.9% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling