+33,378.1%
FAST vs STZ
+9,621.1%
+23,757.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -0.4% | -1.9% | +1.6% | +0.1% |
| 30D | -0.8% | -1.9% | +1.1% | -0.4% |
| 3M | +5.8% | -6.2% | +12.0% | +7.1% |
| 6M | +8.0% | -14.0% | +22.0% | +11.3% |
| YTD | +25.6% | -5.1% | +30.7% | +26.2% |
| 1Y | +0.8% | -9.6% | +10.4% | +2.1% |
| 3Y | +86.1% | -47.2% | +133.3% | +111.1% |
| 5Y | +100.2% | -33.6% | +133.8% | +114.4% |
| 10Y | +494.2% | -9.8% | +503.9% | +477.1% |
| All | +33,378.1% | +9,621.1% | +23,757.0% | +11,060.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling