-49.5%
SMR vs FAST
+131.0%
-180.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +0.2% | +16.1% | +16.2% |
| 7D | -9.6% | +2.1% | -11.7% | -10.5% |
| 30D | -33.8% | +6.9% | -40.6% | -36.2% |
| 3M | -46.4% | +4.8% | -51.2% | -47.9% |
| 6M | -62.4% | +19.8% | -82.2% | -66.4% |
| YTD | -64.1% | +34.9% | -99.0% | -70.1% |
| 1Y | -84.3% | +32.8% | -117.1% | -86.8% |
| 3Y | +55.8% | +93.7% | -37.9% | +12.0% |
| All | -49.5% | +131.0% | -180.5% | -65.2% |
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