+1,308.1%
FAST vs SW
+743.1%
+565.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | +1.5% |
| 7D | +3.4% | +12.1% | -8.6% | +2.8% |
| 30D | +5.5% | +6.6% | -1.1% | +5.1% |
| 3M | +7.6% | -6.0% | +13.6% | +7.9% |
| 6M | +19.8% | +21.5% | -1.7% | +18.4% |
| YTD | +35.5% | +20.3% | +15.1% | +33.8% |
| 1Y | +31.6% | +28.1% | +3.5% | +29.6% |
| 3Y | +91.0% | +51.6% | +39.4% | +86.1% |
| 5Y | +105.1% | -0.1% | +105.2% | +100.7% |
| 10Y | +598.2% | +189.7% | +408.5% | +547.7% |
| All | +1,308.1% | +743.1% | +565.1% | +1,162.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling