+1,507.2%
SOXX vs FAST
+531.9%
+975.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -3.0% |
| 7D | +3.0% | -0.4% | +3.5% | +3.3% |
| 30D | -3.1% | -6.4% | +3.3% | +0.5% |
| 3M | -4.4% | +7.1% | -11.5% | -8.6% |
| 6M | +52.9% | +7.0% | +45.9% | +45.6% |
| YTD | +72.0% | +24.1% | +47.9% | +49.1% |
| 1Y | +105.1% | +4.4% | +100.7% | +95.8% |
| 3Y | +220.6% | +93.2% | +127.4% | +105.4% |
| 5Y | +244.8% | +106.4% | +138.4% | +112.2% |
| All | +1,507.2% | +531.9% | +975.3% | +543.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling