+334.0%
SPGI vs FAST
+545.6%
-211.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | +1.6% | +4.8% | -3.2% | -0.4% |
| 30D | +16.1% | +8.6% | +7.5% | +11.9% |
| 3M | +15.5% | +5.7% | +9.8% | +12.5% |
| 6M | +19.6% | +25.5% | -5.8% | +7.8% |
| YTD | -3.6% | +39.6% | -43.2% | -18.2% |
| 1Y | +2.2% | +35.5% | -33.3% | -12.1% |
| 3Y | +30.1% | +96.2% | -66.1% | -8.5% |
| 5Y | +14.9% | +110.2% | -95.3% | -22.9% |
| 10Y | +334.0% | +531.8% | -197.9% | +91.5% |
| All | +334.0% | +545.6% | -211.7% | +91.5% |
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