+566.6%
SCHD vs FAST
+747.3%
-180.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.8% |
| 1Y | +30.3% | +0.8% | +29.5% | +28.5% |
| 3Y | +56.1% | +86.1% | -30.0% | +21.4% |
| 5Y | +60.4% | +100.2% | -39.8% | +20.0% |
| 10Y | +241.3% | +494.2% | -252.9% | +77.5% |
| All | +566.6% | +747.3% | -180.7% | +179.8% |
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