+65.4%
SLB vs FAST
+102.7%
-37.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.3% |
| 3M | 0.0% | +6.4% | -6.4% | -2.3% |
| 6M | -10.4% | +20.6% | -31.0% | -16.4% |
| YTD | +31.5% | +34.7% | -3.2% | +17.8% |
| 1Y | +39.1% | +29.7% | +9.5% | +26.2% |
| 3Y | -5.7% | +89.9% | -95.6% | -22.7% |
| 5Y | +65.4% | +105.0% | -39.5% | +19.3% |
| All | +65.4% | +102.7% | -37.2% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling