-48.0%
SMR vs FAST
+141.9%
-189.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.4% |
| 7D | +1.9% | +4.3% | -2.3% | 0.0% |
| 30D | -21.9% | +8.3% | -30.3% | -25.2% |
| 3M | -47.1% | +6.5% | -53.6% | -49.0% |
| 6M | -60.6% | +29.5% | -90.2% | -66.2% |
| YTD | -63.1% | +41.3% | -104.4% | -69.9% |
| 1Y | -80.4% | +37.4% | -117.8% | -83.8% |
| 3Y | +150.2% | +98.5% | +51.7% | +77.0% |
| All | -48.0% | +141.9% | -189.9% | -65.0% |
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 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