+20.2%
SGOV vs FAST
+180.3%
-160.1%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | 0.0% |
| 7D | +0.1% | -0.4% | +0.4% | +0.1% |
| 30D | +0.3% | -0.8% | +1.1% | +0.3% |
| 3M | +1.0% | +5.8% | -4.8% | +1.0% |
| 6M | +1.9% | +8.0% | -6.1% | +1.9% |
| YTD | +2.5% | +25.6% | -23.1% | +2.5% |
| 1Y | +3.8% | +0.8% | +3.0% | +3.8% |
| 3Y | +14.4% | +86.1% | -71.7% | +14.4% |
| 5Y | +20.1% | +100.2% | -80.1% | +20.1% |
| All | +20.2% | +180.3% | -160.1% | +20.2% |
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