+75.1%
SAP vs FAST
+91.8%
-16.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.2% |
| 7D | -0.7% | +2.1% | -2.7% | -1.1% |
| 30D | +11.1% | +6.9% | +4.2% | +9.3% |
| 3M | +17.0% | +4.8% | +12.2% | +15.6% |
| 6M | +34.8% | +19.8% | +15.1% | +29.5% |
| YTD | -2.2% | +34.9% | -37.1% | -10.1% |
| 1Y | -6.4% | +32.8% | -39.2% | -13.6% |
| 3Y | +75.1% | +93.7% | -18.6% | +44.3% |
| All | +75.1% | +91.8% | -16.6% | +44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling