+243.1%
SCHD vs FAST
+506.2%
-263.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | -2.6% | +1.8% | -4.4% | -3.3% |
| 30D | -0.3% | -6.4% | +6.2% | +2.2% |
| 3M | +6.1% | +5.3% | +0.8% | +3.7% |
| 6M | +11.7% | +5.4% | +6.3% | +8.7% |
| YTD | +26.3% | +23.6% | +2.8% | +15.1% |
| 1Y | +28.8% | +4.1% | +24.7% | +25.2% |
| 3Y | +55.0% | +92.4% | -37.3% | +15.3% |
| 5Y | +60.0% | +106.1% | -46.1% | +13.9% |
| 10Y | +243.1% | +524.1% | -281.0% | +72.4% |
| All | +243.1% | +506.2% | -263.0% | +72.4% |
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