-5.1%
SLB vs FAST
+91.5%
-96.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.5% |
| 7D | -7.7% | +0.7% | -8.4% | -8.0% |
| 30D | -0.7% | +4.6% | -5.4% | -2.8% |
| 3M | 0.0% | +6.4% | -6.4% | -3.0% |
| 6M | -10.4% | +20.6% | -31.0% | -18.3% |
| YTD | +31.5% | +34.7% | -3.2% | +13.0% |
| 1Y | +39.1% | +29.7% | +9.5% | +21.6% |
| All | -5.1% | +91.5% | -96.5% | -25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling