+67.6%
SPY vs FAST
+103.6%
-35.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -2.7% | +2.1% | -4.8% | -3.4% |
| 30D | -5.4% | +6.9% | -12.3% | -7.8% |
| 3M | -4.1% | +4.8% | -8.9% | -6.0% |
| 6M | +0.7% | +19.8% | -19.1% | -6.5% |
| YTD | +8.7% | +34.9% | -26.2% | -4.9% |
| 1Y | +10.9% | +32.8% | -21.9% | -2.4% |
| 3Y | +75.0% | +93.7% | -18.8% | +24.8% |
| All | +67.6% | +103.6% | -35.9% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling