+216.7%
SMH vs FAST
+103.6%
+113.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.5% | +3.5% |
| 7D | -11.2% | +2.1% | -13.3% | -12.2% |
| 30D | -25.8% | +6.9% | -32.7% | -28.5% |
| 3M | -18.8% | +4.8% | -23.7% | -21.1% |
| 6M | -15.6% | +19.8% | -35.4% | -24.2% |
| YTD | +28.8% | +34.9% | -6.1% | +6.4% |
| 1Y | +32.6% | +32.8% | -0.2% | +10.3% |
| 3Y | +213.6% | +93.7% | +119.9% | +89.7% |
| All | +216.7% | +103.6% | +113.1% | +74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling