+12.4%
SPGI vs FAST
+110.9%
-98.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.3% | -0.5% |
| 7D | -0.9% | +3.8% | -4.7% | -2.4% |
| 30D | +15.5% | +8.1% | +7.4% | +11.9% |
| 3M | +15.7% | +5.8% | +9.9% | +12.8% |
| 6M | +19.1% | +24.9% | -5.8% | +8.1% |
| YTD | -4.1% | +38.9% | -43.0% | -18.2% |
| 1Y | +1.2% | +36.5% | -35.3% | -13.1% |
| 3Y | +31.6% | +98.1% | -66.6% | -11.1% |
| 5Y | +12.4% | +109.3% | -96.9% | -28.5% |
| All | +12.4% | +110.9% | -98.4% | -28.5% |
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 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 · 6 months rolling