+56.4%
SAP vs FAST
+100.5%
-44.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.6% | -1.2% |
| 7D | -2.9% | -0.4% | -2.5% | -2.8% |
| 30D | +9.0% | -0.8% | +9.8% | +9.3% |
| 3M | +14.9% | +5.8% | +9.2% | +12.6% |
| 6M | +11.9% | +8.0% | +3.9% | +8.1% |
| YTD | -9.9% | +25.6% | -35.5% | -18.5% |
| 1Y | -19.5% | +0.8% | -20.3% | -20.5% |
| 3Y | +61.8% | +86.1% | -24.3% | +17.4% |
| All | +56.4% | +100.5% | -44.1% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling