+37.9%
SHEL vs FAST
+4.9%
+33.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +3.0% | +2.5% |
| 7D | +1.9% | +1.3% | +0.6% | +2.0% |
| 30D | +8.7% | -4.7% | +13.4% | +8.5% |
| 3M | +11.0% | +7.9% | +3.0% | +11.1% |
| 6M | +14.6% | +7.4% | +7.1% | +14.6% |
| YTD | +33.3% | +25.1% | +8.2% | +33.3% |
| 1Y | +37.9% | +4.7% | +33.2% | +36.3% |
| All | +37.9% | +4.9% | +33.0% | +36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling