+311.1%
SPY vs FAST
+541.5%
-230.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.8% |
| 7D | -0.9% | +4.3% | -5.2% | -2.6% |
| 30D | -2.4% | +8.3% | -10.7% | -5.5% |
| 3M | -1.2% | +6.5% | -7.6% | -3.8% |
| 6M | +3.3% | +29.5% | -26.2% | -7.6% |
| YTD | +12.3% | +41.3% | -29.0% | -3.9% |
| 1Y | +12.4% | +37.4% | -24.9% | -2.7% |
| 3Y | +78.8% | +98.5% | -19.7% | +28.7% |
| 5Y | +75.2% | +111.1% | -35.9% | +20.7% |
| 10Y | +311.1% | +548.6% | -237.5% | +91.2% |
| All | +311.1% | +541.5% | -230.4% | +91.2% |
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 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