+258.1%
SCHD vs FAST
+541.5%
-283.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.1% |
| 7D | -0.5% | +4.3% | -4.8% | -2.1% |
| 30D | +8.3% | +8.3% | 0.0% | +4.9% |
| 3M | +5.9% | +6.5% | -0.5% | +3.2% |
| 6M | +15.3% | +29.5% | -14.2% | +3.7% |
| YTD | +34.5% | +41.3% | -6.7% | +16.1% |
| 1Y | +37.2% | +37.4% | -0.2% | +19.6% |
| 3Y | +73.6% | +98.5% | -24.9% | +27.6% |
| 5Y | +63.7% | +111.1% | -47.4% | +15.2% |
| 10Y | +258.1% | +548.6% | -290.5% | +73.7% |
| All | +258.1% | +541.5% | -283.4% | +73.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling