+1,803.3%
SMH vs FAST
+506.4%
+1,296.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | +5.2% | +1.3% | +3.9% | +4.5% |
| 30D | -1.5% | -4.7% | +3.2% | +1.0% |
| 3M | -4.1% | +7.9% | -12.0% | -8.5% |
| 6M | +50.8% | +7.4% | +43.3% | +43.6% |
| YTD | +59.3% | +25.1% | +34.2% | +38.4% |
| 1Y | +94.1% | +4.7% | +89.4% | +85.3% |
| 3Y | +286.7% | +94.7% | +192.0% | +150.1% |
| 5Y | +339.4% | +106.8% | +232.7% | +174.0% |
| 10Y | +1,803.3% | +507.7% | +1,295.6% | +684.8% |
| All | +1,803.3% | +506.4% | +1,296.9% | +684.8% |
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