+6,337.0%
SO vs FAST
+76,149.7%
-69,812.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +0.4% | +0.7% | -0.3% | +0.3% |
| 30D | +9.2% | +4.6% | +4.6% | +8.6% |
| 3M | +1.1% | +6.4% | -5.3% | +0.3% |
| 6M | -1.1% | +20.6% | -21.6% | -3.4% |
| YTD | +9.7% | +34.7% | -25.0% | +5.5% |
| 1Y | +5.5% | +29.7% | -24.2% | +1.9% |
| 3Y | +47.0% | +89.9% | -42.9% | +35.0% |
| 5Y | +77.6% | +105.0% | -27.4% | +60.8% |
| 10Y | +181.0% | +594.2% | -413.2% | +122.1% |
| All | +6,337.0% | +76,149.7% | -69,812.7% | +3,572.0% |
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