+14.8%
SPY vs FAST
+32.0%
-17.2%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.4% |
| 7D | -0.7% | +3.4% | -4.1% | -1.2% |
| 30D | -1.0% | +5.5% | -6.5% | -1.9% |
| 3M | -0.3% | +7.6% | -7.9% | -1.6% |
| 6M | +7.3% | +19.8% | -12.5% | +4.0% |
| YTD | +13.3% | +35.5% | -22.1% | +5.7% |
| 1Y | +14.8% | +31.6% | -16.8% | +7.8% |
| All | +14.8% | +32.0% | -17.2% | +7.8% |
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 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