+47.4%
SO vs FAST
+86.1%
-38.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -0.2% | -0.4% | +0.2% | -0.1% |
| 30D | -4.6% | -0.8% | -3.8% | -4.5% |
| 3M | -3.0% | +5.8% | -8.8% | -3.8% |
| 6M | -8.3% | +8.0% | -16.2% | -9.3% |
| YTD | +3.5% | +25.6% | -22.1% | +0.7% |
| 1Y | -0.9% | +0.8% | -1.7% | -1.6% |
| All | +47.4% | +86.1% | -38.7% | +43.4% |
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