+328.5%
SMH vs FAST
+100.5%
+228.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.9% | +2.2% |
| 7D | +2.5% | -0.4% | +2.9% | +2.7% |
| 30D | -0.5% | -0.8% | +0.3% | -0.2% |
| 3M | -9.6% | +5.8% | -15.4% | -12.8% |
| 6M | +42.1% | +8.0% | +34.1% | +34.7% |
| YTD | +57.4% | +25.6% | +31.8% | +35.3% |
| 1Y | +96.2% | +0.8% | +95.4% | +92.0% |
| 3Y | +267.9% | +86.1% | +181.8% | +125.4% |
| All | +328.5% | +100.5% | +228.0% | +139.8% |
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 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