+13,845.6%
SPGI vs FAST
+71,032.6%
-57,186.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.3% | -1.8% |
| 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% | +9.9% |
| 6M | +5.7% | +8.0% | -2.3% | +2.9% |
| YTD | -9.7% | +25.6% | -35.3% | -15.9% |
| 1Y | -12.5% | +0.8% | -13.3% | -13.5% |
| 3Y | +21.8% | +86.1% | -64.3% | +0.4% |
| 5Y | +8.2% | +100.2% | -92.0% | -12.6% |
| 10Y | +309.5% | +494.2% | -184.7% | +144.9% |
| All | +13,845.6% | +71,032.6% | -57,186.9% | +4,182.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling