+264.0%
SPOT vs FAST
+360.3%
-96.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -3.9% | -3.4% |
| 7D | -0.9% | -0.4% | -0.6% | -0.8% |
| 30D | +12.5% | -0.8% | +13.3% | +12.6% |
| 3M | +9.9% | +5.8% | +4.1% | +6.9% |
| 6M | +1.6% | +8.0% | -6.4% | -2.7% |
| YTD | -6.6% | +25.6% | -32.2% | -16.4% |
| 1Y | -22.9% | +0.8% | -23.7% | -24.5% |
| 3Y | +244.3% | +86.1% | +158.2% | +147.1% |
| 5Y | +117.8% | +100.2% | +17.6% | +49.8% |
| All | +264.0% | +360.3% | -96.2% | +76.0% |
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