+20.0%
SPY vs FAST
+2.3%
+17.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -0.5% |
| 7D | +0.1% | -0.4% | +0.5% | +0.1% |
| 30D | +0.1% | -0.8% | +0.8% | +0.1% |
| 3M | +2.0% | +5.8% | -3.8% | +1.2% |
| 6M | +13.0% | +8.0% | +5.0% | +11.4% |
| YTD | +13.5% | +25.6% | -12.1% | +10.6% |
| 1Y | +20.0% | +0.8% | +19.2% | +17.1% |
| All | +20.0% | +2.3% | +17.6% | +17.1% |
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