+5,976.4%
SO vs FAST
+71,032.6%
-65,056.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.7% |
| 6M | -8.3% | +8.0% | -16.2% | -9.2% |
| YTD | +3.5% | +25.6% | -22.1% | +0.5% |
| 1Y | -0.9% | +0.8% | -1.7% | -1.4% |
| 3Y | +45.4% | +86.1% | -40.8% | +33.7% |
| 5Y | +59.6% | +100.2% | -40.6% | +45.0% |
| 10Y | +156.6% | +494.2% | -337.6% | +106.1% |
| All | +5,976.4% | +71,032.6% | -65,056.2% | +3,396.4% |
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 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