-2.2%
SPOT vs FAST
+36.2%
-38.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | +1.2% |
| 7D | +2.5% | +3.8% | -1.3% | +2.8% |
| 30D | +15.1% | +8.1% | +7.0% | +15.9% |
| 3M | +24.8% | +5.8% | +19.0% | +25.4% |
| 6M | +45.8% | +24.9% | +20.9% | +47.8% |
| YTD | +4.9% | +38.9% | -34.0% | +9.5% |
| All | -2.2% | +36.2% | -38.4% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling