+4.4%
FAST vs SU
+71.3%
-67.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.4% |
| 7D | -0.4% | +1.7% | -2.1% | -0.3% |
| 30D | -6.4% | +9.6% | -16.1% | -5.6% |
| 3M | +7.1% | +11.7% | -4.7% | +8.2% |
| 6M | +7.0% | +21.9% | -14.9% | +6.5% |
| YTD | +24.1% | +58.6% | -34.5% | +21.9% |
| 1Y | +4.4% | +66.5% | -62.1% | +4.2% |
| All | +4.4% | +71.3% | -67.0% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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