-3.6%
SMR vs FAST
+115.1%
-118.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.9% |
| 7D | +4.4% | -0.4% | +4.8% | +4.6% |
| 30D | +3.4% | -0.8% | +4.2% | +3.7% |
| 3M | -19.2% | +5.8% | -24.9% | -22.1% |
| 6M | -22.6% | +8.0% | -30.6% | -26.9% |
| YTD | -31.5% | +25.6% | -57.2% | -40.5% |
| 1Y | -73.1% | +0.8% | -73.9% | -73.7% |
| 3Y | +55.0% | +86.1% | -31.2% | +15.2% |
| All | -3.6% | +115.1% | -118.7% | -30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling