+2,557.3%
SOXX vs FAST
+4,089.4%
-1,532.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.9% |
| 7D | +5.6% | +1.3% | +4.3% | +4.8% |
| 30D | -2.7% | -4.7% | +2.0% | -0.2% |
| 3M | -7.5% | +7.9% | -15.4% | -11.7% |
| 6M | +63.5% | +7.4% | +56.1% | +55.8% |
| YTD | +75.7% | +25.1% | +50.6% | +53.1% |
| 1Y | +113.3% | +4.7% | +108.6% | +103.8% |
| 3Y | +227.4% | +94.7% | +132.7% | +118.0% |
| 5Y | +256.2% | +106.8% | +149.4% | +130.0% |
| 10Y | +1,512.5% | +507.7% | +1,004.8% | +464.0% |
| All | +2,557.3% | +4,089.4% | -1,532.2% | +97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling