+30.9%
FAST vs STZ
+14.2%
+16.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.4% |
| 7D | +2.1% | +4.9% | -2.8% | +1.5% |
| 30D | +6.9% | +20.9% | -14.0% | +4.3% |
| 3M | +4.8% | +8.0% | -3.1% | +3.7% |
| 6M | +19.8% | -5.3% | +25.1% | +20.3% |
| YTD | +34.9% | +5.9% | +29.0% | +33.2% |
| All | +30.9% | +14.2% | +16.7% | +27.8% |
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