+106.1%
FAST vs SU
+360.6%
-254.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.4% |
| 7D | +1.8% | +1.6% | +0.2% | +1.6% |
| 30D | -6.4% | +10.7% | -17.2% | -7.5% |
| 3M | +5.3% | +13.5% | -8.2% | +3.6% |
| 6M | +5.4% | +21.8% | -16.4% | +2.3% |
| YTD | +23.6% | +58.8% | -35.3% | +15.5% |
| 1Y | +4.1% | +72.0% | -68.0% | -3.9% |
| 3Y | +92.4% | +121.7% | -29.3% | +70.6% |
| 5Y | +106.1% | +350.4% | -244.3% | +64.3% |
| All | +106.1% | +360.6% | -254.5% | +64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling