+3,061.7%
SPY vs FAST
+23,396.0%
-20,334.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | -0.4% | +1.8% | -2.2% | -0.9% |
| 30D | -1.4% | -6.4% | +5.1% | +0.5% |
| 3M | +3.7% | +5.3% | -1.6% | +1.9% |
| 6M | +13.0% | +5.4% | +7.6% | +10.7% |
| YTD | +12.4% | +23.6% | -11.2% | +4.9% |
| 1Y | +18.5% | +4.1% | +14.5% | +16.0% |
| 3Y | +77.6% | +92.4% | -14.7% | +43.7% |
| 5Y | +81.7% | +106.1% | -24.4% | +43.5% |
| 10Y | +319.7% | +524.1% | -204.4% | +138.9% |
| All | +3,061.7% | +23,396.0% | -20,334.3% | +756.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling