+468.7%
SPCX vs FAST
+70.0%
+398.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.2% | +8.4% | +8.4% |
| 7D | -0.3% | +2.1% | -2.4% | -2.6% |
| 30D | -19.9% | +6.9% | -26.8% | -25.9% |
| 3M | +16.8% | +4.8% | +12.0% | +10.4% |
| 6M | +510.9% | +17.4% | +493.5% | +416.7% |
| YTD | +516.3% | +34.9% | +481.4% | +423.7% |
| 1Y | +421.3% | +32.8% | +388.5% | +342.9% |
| All | +468.7% | +70.0% | +398.7% | +391.7% |
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