+14,754.4%
SPGI vs FAST
+76,149.7%
-61,395.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | +2.6% | +0.7% | +1.9% | +2.4% |
| 30D | +19.3% | +4.6% | +14.6% | +17.7% |
| 3M | +15.5% | +6.4% | +9.1% | +13.4% |
| 6M | +18.3% | +20.6% | -2.3% | +12.0% |
| YTD | -3.8% | +34.7% | -38.5% | -12.2% |
| 1Y | +1.3% | +29.7% | -28.3% | -6.6% |
| 3Y | +33.6% | +89.9% | -56.3% | +9.6% |
| 5Y | +13.2% | +105.0% | -91.8% | -9.3% |
| 10Y | +346.3% | +594.2% | -247.9% | +156.3% |
| All | +14,754.4% | +76,149.7% | -61,395.4% | +4,372.4% |
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