+21.8%
FAST vs SUNB
+13.3%
+8.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.3% | +0.5% |
| 7D | +5.0% | +7.1% | -2.1% | +3.6% |
| 30D | +8.6% | +5.4% | +3.1% | +7.3% |
| 3M | +6.9% | +1.7% | +5.2% | +6.4% |
| 6M | +29.6% | +14.1% | +15.5% | +24.5% |
| All | +21.8% | +13.3% | +8.5% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 10y: compounded portfolio wealth divided by compounded SUNB 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…
10y analysis · Full analysis span regression · 6 months rolling