+18,551.6%
FAST vs SUI
+4,171.7%
+14,379.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | +0.7% | +8.8% | -8.1% | -2.7% |
| 30D | +4.6% | +8.9% | -4.3% | +0.9% |
| 3M | +6.4% | +2.0% | +4.3% | +5.1% |
| 6M | +20.6% | -0.6% | +21.2% | +20.2% |
| YTD | +34.7% | +1.3% | +33.3% | +33.0% |
| 1Y | +29.7% | +1.3% | +28.4% | +28.0% |
| 3Y | +89.9% | +16.3% | +73.6% | +73.5% |
| 5Y | +105.0% | -25.1% | +130.0% | +120.2% |
| 10Y | +594.2% | +121.1% | +473.1% | +351.8% |
| All | +18,551.6% | +4,171.7% | +14,379.9% | +4,569.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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