+179.0%
SOXX vs FAST
+97.8%
+81.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.0% | -3.4% |
| 7D | +9.4% | +4.2% | +5.2% | +7.7% |
| 30D | -13.8% | +6.7% | -20.4% | -15.9% |
| 3M | -18.6% | +8.0% | -26.7% | -21.2% |
| 6M | -15.1% | +27.4% | -42.5% | -23.5% |
| YTD | +49.0% | +40.5% | +8.5% | +27.0% |
| 1Y | +55.3% | +38.4% | +16.9% | +33.2% |
| 3Y | +179.0% | +98.7% | +80.3% | +87.3% |
| All | +179.0% | +97.8% | +81.2% | +87.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling