+308.8%
SPOT vs FAST
+417.5%
-108.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | 0.0% |
| 7D | -3.0% | +4.3% | -7.2% | -4.5% |
| 30D | +15.2% | +8.3% | +6.9% | +11.6% |
| 3M | +21.6% | +6.5% | +15.1% | +18.3% |
| 6M | +45.2% | +29.5% | +15.7% | +30.1% |
| YTD | +4.9% | +41.3% | -36.4% | -10.4% |
| 1Y | -4.8% | +37.4% | -42.2% | -17.8% |
| 3Y | +256.3% | +98.5% | +157.7% | +150.9% |
| 5Y | +120.2% | +111.1% | +9.1% | +48.4% |
| All | +308.8% | +417.5% | -108.8% | +88.6% |
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