+499.9%
FAST vs SW
+147.8%
+352.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.6% |
| 7D | -0.4% | -5.1% | +4.7% | +0.1% |
| 30D | -0.8% | -4.6% | +3.8% | -0.4% |
| 3M | +5.8% | +9.4% | -3.6% | +4.8% |
| 6M | +8.0% | +3.5% | +4.5% | +7.3% |
| YTD | +25.6% | +22.0% | +3.6% | +23.2% |
| 1Y | +0.8% | +2.2% | -1.4% | 0.0% |
| 3Y | +86.1% | +19.6% | +66.5% | +81.2% |
| 5Y | +100.2% | -2.3% | +102.5% | +94.0% |
| All | +499.9% | +147.8% | +352.1% | +415.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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