+9.5%
SPGI vs FAST
+100.5%
-91.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.3% | -1.9% |
| 7D | +0.1% | -0.4% | +0.5% | +0.3% |
| 30D | +8.4% | -0.8% | +9.2% | +8.6% |
| 3M | +11.8% | +5.8% | +6.1% | +8.9% |
| 6M | +5.7% | +8.0% | -2.3% | +1.3% |
| YTD | -9.7% | +25.6% | -35.3% | -19.8% |
| 1Y | -12.5% | +0.8% | -13.3% | -14.0% |
| 3Y | +21.8% | +86.1% | -64.3% | -16.8% |
| All | +9.5% | +100.5% | -91.1% | -31.3% |
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