+1,253.2%
SMH vs FAST
+3,917.1%
-2,663.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.5% |
| 6M | +42.1% | +8.0% | +34.1% | +35.6% |
| YTD | +57.4% | +25.6% | +31.8% | +38.5% |
| 1Y | +96.2% | +0.8% | +95.4% | +91.6% |
| 3Y | +267.9% | +86.1% | +181.8% | +158.9% |
| 5Y | +327.7% | +100.2% | +227.5% | +190.6% |
| 10Y | +1,764.6% | +494.2% | +1,270.5% | +621.7% |
| All | +1,253.2% | +3,917.1% | -2,663.9% | +48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling