+11.7%
SPGI vs FAST
+103.6%
-91.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | +0.3% | +2.1% | -1.8% | -0.5% |
| 30D | +18.4% | +6.9% | +11.5% | +15.2% |
| 3M | +15.7% | +4.8% | +10.9% | +13.3% |
| 6M | +17.3% | +19.8% | -2.5% | +8.3% |
| 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% | -10.4% |
| All | +11.7% | +103.6% | -91.9% | -28.8% |
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