-45.9%
SMR vs FAST
+137.9%
-183.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.0% | +4.1% | +5.6% |
| 7D | +1.7% | +3.8% | -2.2% | -0.1% |
| 30D | -24.4% | +8.1% | -32.5% | -27.5% |
| 3M | -44.6% | +5.8% | -50.4% | -46.4% |
| 6M | -56.7% | +24.9% | -81.5% | -62.1% |
| YTD | -61.6% | +38.9% | -100.5% | -68.4% |
| 1Y | -82.1% | +36.5% | -118.5% | -85.1% |
| 3Y | +161.5% | +98.1% | +63.4% | +85.7% |
| All | -45.9% | +137.9% | -183.8% | -63.3% |
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