+77.3%
SO vs FAST
+110.9%
-33.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.6% | +0.7% |
| 7D | -1.1% | +3.8% | -4.9% | -1.9% |
| 30D | +8.6% | +8.1% | +0.5% | +6.7% |
| 3M | +1.8% | +5.8% | -4.0% | +0.4% |
| 6M | +3.6% | +24.9% | -21.2% | -1.7% |
| YTD | +9.9% | +38.9% | -29.0% | +1.3% |
| 1Y | +5.7% | +36.5% | -30.8% | -2.2% |
| 3Y | +52.5% | +98.1% | -45.6% | +24.3% |
| 5Y | +77.3% | +109.3% | -32.0% | +34.2% |
| All | +77.3% | +110.9% | -33.6% | +34.2% |
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