+11.2%
SPY vs FAST
+36.9%
-25.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | -0.6% | +4.8% | -5.4% | -1.3% |
| 30D | -3.7% | +8.6% | -12.3% | -4.9% |
| 3M | -2.7% | +5.7% | -8.4% | -3.6% |
| 6M | +2.2% | +25.5% | -23.3% | -1.6% |
| YTD | +10.8% | +39.6% | -28.8% | +3.5% |
| 1Y | +11.2% | +35.5% | -24.3% | +4.5% |
| All | +11.2% | +36.9% | -25.6% | +4.5% |
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