+254.5%
SOXX vs FAST
+105.5%
+149.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.4% |
| 7D | +6.1% | +1.8% | +4.3% | +5.0% |
| 30D | +0.5% | -6.4% | +6.9% | +4.4% |
| 3M | -5.3% | +5.3% | -10.6% | -8.7% |
| 6M | +58.3% | +5.4% | +52.9% | +51.8% |
| YTD | +76.8% | +23.6% | +53.3% | +52.1% |
| 1Y | +114.6% | +4.1% | +110.5% | +105.0% |
| 3Y | +229.6% | +92.4% | +137.3% | +92.3% |
| All | +254.5% | +105.5% | +149.0% | +95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling