-62.4%
SMR vs FAST
+19.5%
-82.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +0.2% | +16.1% | +16.3% |
| 7D | -9.6% | +2.1% | -11.7% | -8.5% |
| 30D | -33.8% | +6.9% | -40.6% | -31.5% |
| 3M | -46.4% | +4.8% | -51.2% | -44.9% |
| 6M | -62.4% | +19.8% | -82.2% | -57.4% |
| All | -62.4% | +19.5% | -82.0% | -57.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling