+55.3%
SOXX vs FAST
+38.3%
+17.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.0% | -3.5% |
| 7D | +9.4% | +4.2% | +5.2% | +8.3% |
| 30D | -13.8% | +6.7% | -20.4% | -15.0% |
| 3M | -18.6% | +8.0% | -26.7% | -20.1% |
| 6M | -15.1% | +27.4% | -42.5% | -20.3% |
| YTD | +49.0% | +40.5% | +8.5% | +33.3% |
| 1Y | +55.3% | +38.4% | +16.9% | +40.1% |
| All | +55.3% | +38.3% | +17.0% | +40.1% |
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