+2,233.8%
SAP vs FAST
+7,056.7%
-4,822.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.6% | -1.2% |
| 7D | -2.9% | -0.4% | -2.5% | -2.7% |
| 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% | +8.0% |
| YTD | -9.9% | +25.6% | -35.5% | -18.1% |
| 1Y | -19.5% | +0.8% | -20.3% | -20.9% |
| 3Y | +61.8% | +86.1% | -24.3% | +24.6% |
| 5Y | +56.2% | +100.2% | -44.0% | +16.1% |
| 10Y | +180.6% | +494.2% | -313.6% | +35.3% |
| All | +2,233.8% | +7,056.7% | -4,822.9% | +319.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling