+113.9%
SOXX vs FAST
+2.3%
+111.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.8% | +3.4% |
| 7D | +2.2% | -0.4% | +2.6% | +2.3% |
| 30D | -2.0% | -0.8% | -1.3% | -1.9% |
| 3M | -13.7% | +5.8% | -19.5% | -14.6% |
| 6M | +52.4% | +8.0% | +44.4% | +49.1% |
| YTD | +72.8% | +25.6% | +47.2% | +68.0% |
| 1Y | +113.9% | +0.8% | +113.1% | +102.6% |
| All | +113.9% | +2.3% | +111.6% | +102.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling