+575.3%
FAST vs STZ
+3.4%
+572.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.7% |
| 7D | +2.1% | +4.9% | -2.8% | +0.6% |
| 30D | +6.9% | +20.9% | -14.0% | +0.9% |
| 3M | +4.8% | +8.0% | -3.1% | +2.0% |
| 6M | +19.8% | -5.3% | +25.1% | +20.9% |
| YTD | +34.9% | +5.9% | +29.0% | +30.7% |
| 1Y | +32.8% | +14.2% | +18.6% | +25.3% |
| 3Y | +93.7% | -37.0% | +130.7% | +116.6% |
| 5Y | +105.3% | -29.7% | +135.0% | +119.2% |
| All | +575.3% | +3.4% | +572.0% | +561.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling