+95.6%
FAST vs SU
+116.1%
-20.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.8% |
| 7D | -0.4% | +3.6% | -3.9% | -0.7% |
| 30D | -0.8% | +7.9% | -8.6% | -1.4% |
| 3M | +5.8% | +3.5% | +2.3% | +5.5% |
| 6M | +8.0% | +19.0% | -11.0% | +5.2% |
| YTD | +25.6% | +55.0% | -29.3% | +17.5% |
| 1Y | +0.8% | +71.2% | -70.4% | -7.2% |
| All | +95.6% | +116.1% | -20.5% | +78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling