+62.5%
SCHD vs FAST
+109.1%
-46.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.5% | -1.1% |
| 7D | -0.3% | -0.4% | +0.1% | -0.2% |
| 30D | +3.4% | -0.8% | +4.2% | +3.6% |
| 3M | +7.6% | +5.8% | +1.9% | +5.3% |
| 6M | +12.2% | +8.0% | +4.2% | +8.4% |
| YTD | +29.0% | +25.6% | +3.3% | +17.6% |
| 1Y | +30.3% | +0.8% | +29.5% | +28.7% |
| 3Y | +56.1% | +86.1% | -30.0% | +19.0% |
| All | +62.5% | +109.1% | -46.6% | +16.0% |
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