+958.5%
SLB vs FAST
+71,032.6%
-70,074.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | +0.8% | -0.4% | +1.2% | +0.9% |
| 30D | +15.8% | -0.8% | +16.6% | +16.0% |
| 3M | -0.3% | +5.8% | -6.1% | -2.1% |
| 6M | +21.3% | +8.0% | +13.4% | +18.3% |
| YTD | +52.3% | +25.6% | +26.7% | +42.3% |
| 1Y | +63.6% | +0.8% | +62.8% | +62.2% |
| 3Y | +3.8% | +86.1% | -82.3% | -13.7% |
| 5Y | +128.6% | +100.2% | +28.4% | +83.7% |
| 10Y | -3.1% | +494.2% | -497.2% | -41.9% |
| All | +958.5% | +71,032.6% | -70,074.1% | +277.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling