-17.1%
SLB vs FAST
+586.8%
-603.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -7.1% | +2.1% | -9.2% | -8.0% |
| 30D | +4.1% | +6.9% | -2.8% | +0.8% |
| 3M | -2.6% | +4.8% | -7.5% | -5.0% |
| 6M | -8.6% | +19.8% | -28.3% | -16.3% |
| YTD | +32.2% | +34.9% | -2.7% | +14.0% |
| 1Y | +40.7% | +32.8% | +7.9% | +22.1% |
| 3Y | -4.5% | +93.7% | -98.3% | -31.3% |
| 5Y | +66.4% | +105.3% | -38.9% | +12.9% |
| All | -17.1% | +586.8% | -603.9% | -62.8% |
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 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