+192.9%
SO vs FAST
+546.1%
-353.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -0.9% | +5.0% | -5.9% | -2.2% |
| 30D | +4.9% | +8.6% | -3.6% | +2.7% |
| 3M | +0.8% | +6.9% | -6.1% | -1.1% |
| 6M | +0.6% | +29.6% | -29.0% | -6.3% |
| YTD | +8.7% | +41.4% | -32.8% | -1.6% |
| 1Y | +4.0% | +38.5% | -34.6% | -5.4% |
| 3Y | +50.6% | +98.7% | -48.2% | +21.4% |
| 5Y | +77.5% | +108.0% | -30.6% | +38.8% |
| All | +192.9% | +546.1% | -353.2% | +91.9% |
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 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