-13.2%
SPCX vs FAST
+20.4%
-33.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -3.2% |
| 7D | +2.8% | +4.3% | -1.5% | -0.2% |
| 30D | -14.5% | +8.3% | -22.8% | -19.3% |
| 3M | +4.8% | +6.5% | -1.6% | +0.5% |
| All | -13.2% | +20.4% | -33.5% | -22.7% |
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 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 · Available span rolling