+21.0%
SGOV vs FAST
+106.5%
-85.5%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | 0.0% |
| 7D | +0.1% | +4.2% | -4.1% | +0.1% |
| 30D | +0.3% | +6.7% | -6.3% | +0.3% |
| 3M | +1.0% | +8.0% | -7.1% | +1.0% |
| 6M | +1.9% | +27.4% | -25.5% | +1.9% |
| YTD | +3.2% | +40.5% | -37.3% | +3.2% |
| 1Y | +3.8% | +38.4% | -34.6% | +3.7% |
| 3Y | +14.1% | +98.7% | -84.6% | +14.1% |
| All | +21.0% | +106.5% | -85.5% | +20.9% |
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