+43.4%
SMH vs FAST
+32.0%
+11.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -3.1% |
| 7D | -11.2% | +3.4% | -14.6% | -11.7% |
| 30D | -20.4% | +5.5% | -26.0% | -21.3% |
| 3M | -12.4% | +7.6% | -20.0% | -13.8% |
| 6M | -0.5% | +19.8% | -20.3% | -4.8% |
| YTD | +40.0% | +35.5% | +4.6% | +26.6% |
| 1Y | +43.4% | +31.6% | +11.8% | +30.9% |
| All | +43.4% | +32.0% | +11.4% | +30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling