+301.7%
SPOT vs FAST
+418.1%
-116.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | -2.6% | +5.0% | -7.6% | -4.4% |
| 30D | +13.5% | +8.6% | +4.9% | +9.8% |
| 3M | +22.2% | +6.9% | +15.3% | +18.8% |
| 6M | +38.3% | +29.6% | +8.7% | +23.9% |
| YTD | +3.1% | +41.4% | -38.3% | -12.0% |
| 1Y | -7.6% | +38.5% | -46.1% | -20.5% |
| 3Y | +250.0% | +98.7% | +151.3% | +146.4% |
| 5Y | +113.3% | +108.0% | +5.3% | +44.6% |
| All | +301.7% | +418.1% | -116.4% | +85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling