+94.1%
SMH vs FAST
+4.9%
+89.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | +5.2% | +1.3% | +3.9% | +5.0% |
| 30D | -1.5% | -4.7% | +3.2% | -0.9% |
| 3M | -4.1% | +7.9% | -12.0% | -5.1% |
| 6M | +50.8% | +7.4% | +43.3% | +48.1% |
| YTD | +59.3% | +25.1% | +34.2% | +56.5% |
| 1Y | +94.1% | +4.7% | +89.4% | +86.6% |
| All | +94.1% | +4.9% | +89.2% | +86.6% |
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 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