+110.2%
SPOT vs FAST
+103.6%
+6.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.0% | -1.9% |
| 7D | +1.6% | +2.1% | -0.5% | +0.8% |
| 30D | +17.6% | +6.9% | +10.7% | +14.5% |
| 3M | +26.9% | +4.8% | +22.1% | +24.3% |
| 6M | +41.8% | +19.8% | +22.0% | +30.8% |
| YTD | +3.8% | +34.9% | -31.1% | -10.6% |
| 1Y | -2.5% | +32.8% | -35.2% | -15.5% |
| 3Y | +260.6% | +93.7% | +166.8% | +132.4% |
| All | +110.2% | +103.6% | +6.6% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling