+312.8%
SPY vs FAST
+506.5%
-193.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -0.7% |
| 7D | +0.1% | -0.4% | +0.5% | +0.2% |
| 30D | +0.1% | -0.8% | +0.8% | +0.3% |
| 3M | +2.0% | +5.8% | -3.8% | -0.6% |
| 6M | +13.0% | +8.0% | +5.0% | +8.7% |
| YTD | +13.5% | +25.6% | -12.1% | +2.1% |
| 1Y | +20.0% | +0.8% | +19.2% | +17.9% |
| 3Y | +77.2% | +86.1% | -8.9% | +30.9% |
| 5Y | +81.9% | +100.2% | -18.3% | +28.5% |
| All | +312.8% | +506.5% | -193.7% | +98.6% |
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