+229.8%
SOXX vs FAST
+92.3%
+137.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.2% |
| 7D | +6.1% | +1.8% | +4.3% | +5.3% |
| 30D | +0.5% | -6.4% | +6.9% | +3.2% |
| 3M | -5.3% | +5.3% | -10.6% | -7.6% |
| 6M | +58.3% | +5.4% | +52.9% | +53.7% |
| YTD | +76.8% | +23.6% | +53.3% | +59.0% |
| 1Y | +114.6% | +4.1% | +110.5% | +108.5% |
| All | +229.8% | +92.3% | +137.6% | +131.2% |
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 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