-6.4%
SAP vs FAST
+37.0%
-43.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | -2.5% | +4.3% | -6.8% | -3.0% |
| 30D | +7.5% | +8.3% | -0.9% | +6.4% |
| 3M | +11.6% | +6.5% | +5.2% | +10.5% |
| 6M | +37.6% | +29.5% | +8.1% | +36.2% |
| YTD | -2.0% | +41.3% | -43.2% | -7.1% |
| 1Y | -6.4% | +37.4% | -43.8% | -10.3% |
| All | -6.4% | +37.0% | -43.4% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling