+547.9%
FAST vs SYY
+92.1%
+455.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.0% | +1.0% | +2.4% |
| 7D | +3.8% | -4.1% | +8.0% | +4.9% |
| 30D | +8.1% | +0.3% | +7.8% | +7.8% |
| 3M | +5.8% | -6.3% | +12.1% | +7.4% |
| 6M | +24.9% | +9.7% | +15.2% | +21.2% |
| YTD | +38.9% | +9.4% | +29.5% | +33.8% |
| 1Y | +36.5% | +7.3% | +29.2% | +32.1% |
| 3Y | +98.1% | +27.6% | +70.5% | +82.1% |
| 5Y | +109.3% | +12.5% | +96.8% | +97.8% |
| 10Y | +547.9% | +87.4% | +460.5% | +436.1% |
| All | +547.9% | +92.1% | +455.9% | +436.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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