-16.6%
SLB vs FAST
+606.6%
-623.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.1% | -0.4% |
| 7D | -3.7% | +3.8% | -7.5% | -5.4% |
| 30D | +2.9% | +8.1% | -5.2% | -0.9% |
| 3M | +0.2% | +5.8% | -5.6% | -2.6% |
| 6M | -4.4% | +24.9% | -29.3% | -14.3% |
| YTD | +33.4% | +38.9% | -5.5% | +13.4% |
| 1Y | +40.8% | +36.5% | +4.3% | +20.6% |
| 3Y | +3.2% | +98.1% | -95.0% | -26.7% |
| 5Y | +64.8% | +109.3% | -44.5% | +10.6% |
| 10Y | -16.6% | +547.9% | -564.5% | -64.0% |
| All | -16.6% | +606.6% | -623.2% | -64.0% |
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