+77.6%
SO vs FAST
+102.7%
-25.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +0.4% | +0.7% | -0.3% | +0.2% |
| 30D | +9.2% | +4.6% | +4.6% | +8.1% |
| 3M | +1.1% | +6.4% | -5.3% | -0.4% |
| 6M | -1.1% | +20.6% | -21.6% | -5.4% |
| YTD | +9.7% | +34.7% | -25.0% | +1.8% |
| 1Y | +5.5% | +29.7% | -24.2% | -1.3% |
| 3Y | +47.0% | +89.9% | -42.9% | +21.1% |
| 5Y | +77.6% | +105.0% | -27.4% | +33.5% |
| All | +77.6% | +102.7% | -25.1% | +33.5% |
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