+224.0%
SAP vs FAST
+545.6%
-321.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.7% |
| 7D | +1.5% | +4.8% | -3.3% | -0.4% |
| 30D | +8.8% | +8.6% | +0.2% | +5.2% |
| 3M | +12.1% | +5.7% | +6.4% | +9.5% |
| 6M | +34.6% | +25.5% | +9.1% | +22.6% |
| YTD | -2.1% | +39.6% | -41.7% | -15.7% |
| 1Y | -5.5% | +35.5% | -41.0% | -17.6% |
| 3Y | +67.4% | +96.2% | -28.8% | +21.4% |
| 5Y | +74.6% | +110.2% | -35.6% | +20.7% |
| 10Y | +224.0% | +531.8% | -307.8% | +56.4% |
| All | +224.0% | +545.6% | -321.6% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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