+304.8%
SPY vs FAST
+545.6%
-240.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | -0.6% | +4.8% | -5.4% | -2.4% |
| 30D | -3.7% | +8.6% | -12.3% | -6.9% |
| 3M | -2.7% | +5.7% | -8.4% | -5.1% |
| 6M | +2.2% | +25.5% | -23.3% | -7.4% |
| YTD | +10.8% | +39.6% | -28.8% | -4.7% |
| 1Y | +11.2% | +35.5% | -24.3% | -3.2% |
| 3Y | +76.5% | +96.2% | -19.7% | +27.6% |
| 5Y | +72.9% | +110.2% | -37.3% | +19.4% |
| 10Y | +304.8% | +531.8% | -227.0% | +89.6% |
| All | +304.8% | +545.6% | -240.8% | +89.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling