+79.9%
SPY vs FAST
+96.6%
-16.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.0% | -0.6% | +1.6% |
| 7D | +0.1% | +3.8% | -3.8% | -0.9% |
| 30D | -3.3% | +8.1% | -11.4% | -5.3% |
| 3M | -2.4% | +5.8% | -8.2% | -3.9% |
| 6M | +2.6% | +24.9% | -22.3% | -3.6% |
| YTD | +11.2% | +38.9% | -27.7% | +0.5% |
| 1Y | +13.4% | +36.5% | -23.1% | +2.9% |
| 3Y | +79.9% | +98.1% | -18.2% | +45.2% |
| All | +79.9% | +96.6% | -16.7% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling