+257.9%
SPOT vs FAST
+97.8%
+160.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.4% |
| 7D | +1.6% | +4.2% | -2.6% | +1.2% |
| 30D | +16.9% | +6.7% | +10.3% | +16.2% |
| 3M | +23.0% | +8.0% | +14.9% | +22.1% |
| 6M | +42.2% | +27.4% | +14.7% | +38.4% |
| YTD | +5.5% | +40.5% | -35.0% | +0.8% |
| 1Y | -5.1% | +38.4% | -43.4% | -9.1% |
| 3Y | +257.9% | +98.7% | +159.2% | +229.7% |
| All | +257.9% | +97.8% | +160.1% | +229.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling