+3,557.0%
SHOP vs FAST
+545.6%
+3,011.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.9% |
| 7D | +2.8% | +4.8% | -2.0% | 0.0% |
| 30D | -14.2% | +8.6% | -22.8% | -18.5% |
| 3M | -5.5% | +5.7% | -11.2% | -8.9% |
| 6M | +32.8% | +25.5% | +7.3% | +14.9% |
| YTD | -8.9% | +39.6% | -48.5% | -27.4% |
| 1Y | -7.7% | +35.5% | -43.2% | -25.0% |
| 3Y | +139.0% | +96.2% | +42.8% | +49.3% |
| 5Y | -0.5% | +110.2% | -110.7% | -40.1% |
| 10Y | +3,557.0% | +531.8% | +3,025.2% | +1,394.4% |
| All | +3,557.0% | +545.6% | +3,011.4% | +1,394.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling