+109.3%
FAST vs SU
+208.6%
-99.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.9% | +4.9% | +3.2% |
| 7D | +3.8% | -10.6% | +14.4% | +5.1% |
| 30D | +8.1% | -6.6% | +14.7% | +8.8% |
| 3M | +5.8% | +12.9% | -7.1% | +4.1% |
| 6M | +24.9% | +6.7% | +18.1% | +23.4% |
| YTD | +38.9% | +55.2% | -16.3% | +29.8% |
| 1Y | +36.5% | +61.5% | -25.1% | +26.7% |
| 3Y | +98.1% | +128.7% | -30.6% | +74.2% |
| 5Y | +109.3% | +210.8% | -101.5% | +76.3% |
| All | +109.3% | +208.6% | -99.3% | +76.3% |
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