+93.4%
FAST vs STZ
-36.0%
+129.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | -0.5% |
| 7D | +0.7% | +11.8% | -11.1% | -1.2% |
| 30D | +4.6% | +26.0% | -21.3% | +0.6% |
| 3M | +6.4% | +11.5% | -5.2% | +4.2% |
| 6M | +20.6% | -2.0% | +22.6% | +20.7% |
| YTD | +34.7% | +7.9% | +26.8% | +31.9% |
| 1Y | +29.7% | +13.9% | +15.7% | +25.6% |
| All | +93.4% | -36.0% | +129.5% | +102.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling