+108.7%
SMR vs FAST
+99.1%
+9.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.1% | -7.9% | -7.9% |
| 7D | +10.3% | +5.0% | +5.3% | +7.0% |
| 30D | -25.7% | +8.6% | -34.3% | -29.7% |
| 3M | -49.7% | +6.9% | -56.7% | -52.1% |
| 6M | -59.8% | +29.6% | -89.4% | -67.2% |
| YTD | -66.0% | +41.4% | -107.4% | -74.4% |
| 1Y | -81.4% | +38.5% | -119.9% | -85.7% |
| All | +108.7% | +99.1% | +9.6% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling