+77.2%
SAP vs FAST
+102.7%
-25.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.0% | +1.7% |
| 7D | +4.0% | +0.7% | +3.4% | +3.8% |
| 30D | +15.7% | +4.6% | +11.1% | +13.8% |
| 3M | +23.4% | +6.4% | +17.1% | +20.5% |
| 6M | +41.3% | +20.6% | +20.7% | +31.8% |
| YTD | +2.0% | +34.7% | -32.7% | -10.2% |
| 1Y | -5.1% | +29.7% | -34.8% | -15.1% |
| 3Y | +82.1% | +89.9% | -7.8% | +32.0% |
| 5Y | +77.2% | +105.0% | -27.8% | +13.0% |
| All | +77.2% | +102.7% | -25.5% | +13.0% |
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