+4.7%
FAST vs STZ
-16.0%
+20.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.6% | +5.2% | +0.3% |
| 7D | +1.3% | -7.4% | +8.7% | +2.3% |
| 30D | -4.7% | -10.9% | +6.1% | -3.4% |
| 3M | +7.9% | -13.4% | +21.4% | +9.7% |
| 6M | +7.4% | -16.2% | +23.6% | +9.7% |
| YTD | +25.1% | -10.4% | +35.5% | +26.5% |
| 1Y | +4.7% | -14.8% | +19.5% | +4.1% |
| All | +4.7% | -16.0% | +20.7% | +4.1% |
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