+1,523.4%
SMH vs FAST
+541.5%
+981.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.2% | +3.6% | +4.2% |
| 7D | +0.5% | +4.3% | -3.8% | -1.7% |
| 30D | -14.2% | +8.3% | -22.5% | -18.0% |
| 3M | -11.5% | +6.5% | -18.0% | -14.8% |
| 6M | -12.0% | +29.5% | -41.5% | -24.3% |
| YTD | +40.8% | +41.3% | -0.5% | +13.9% |
| 1Y | +44.9% | +37.4% | +7.5% | +18.9% |
| 3Y | +226.7% | +98.5% | +128.2% | +108.7% |
| 5Y | +250.6% | +111.1% | +139.5% | +113.7% |
| 10Y | +1,523.4% | +548.6% | +974.8% | +515.8% |
| All | +1,523.4% | +541.5% | +981.9% | +515.8% |
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