+331.8%
SPGI vs FAST
+586.8%
-255.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | +0.3% | +2.1% | -1.8% | -0.6% |
| 30D | +18.4% | +6.9% | +11.5% | +15.0% |
| 3M | +15.7% | +4.8% | +10.9% | +13.2% |
| 6M | +17.3% | +19.8% | -2.5% | +7.9% |
| YTD | -4.7% | +34.9% | -39.6% | -17.8% |
| 1Y | +1.8% | +32.8% | -31.0% | -11.6% |
| 3Y | +31.7% | +93.7% | -62.1% | -6.6% |
| 5Y | +12.1% | +105.3% | -93.2% | -23.7% |
| All | +331.8% | +586.8% | -255.0% | +98.0% |
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