+308.8%
SPOT vs FAST
+408.9%
-100.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | -0.1% |
| 7D | +2.5% | +3.8% | -1.3% | +1.1% |
| 30D | +15.1% | +8.1% | +7.0% | +11.6% |
| 3M | +24.8% | +5.8% | +19.0% | +21.7% |
| 6M | +45.8% | +24.9% | +20.9% | +32.5% |
| YTD | +4.9% | +38.9% | -34.0% | -9.8% |
| 1Y | -1.3% | +36.5% | -37.7% | -14.6% |
| 3Y | +257.7% | +98.1% | +159.6% | +151.7% |
| 5Y | +118.5% | +109.3% | +9.2% | +47.8% |
| All | +308.8% | +408.9% | -100.2% | +89.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling