+501.7%
SPCX vs FAST
+75.1%
+426.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.0% | +2.8% | +2.5% |
| 7D | +4.2% | +3.8% | +0.3% | 0.0% |
| 30D | -12.6% | +8.1% | -20.7% | -20.0% |
| 3M | +6.7% | +5.8% | +0.9% | -0.2% |
| 6M | +546.4% | +20.9% | +525.5% | +429.7% |
| YTD | +552.1% | +38.9% | +513.2% | +436.9% |
| 1Y | +453.2% | +36.5% | +416.7% | +355.3% |
| All | +501.7% | +75.1% | +426.6% | +404.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling