+314.7%
SPYM vs FAST
+506.4%
-191.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.4% |
| 7D | +0.6% | +1.3% | -0.7% | 0.0% |
| 30D | -0.9% | -4.7% | +3.8% | +1.0% |
| 3M | +3.9% | +7.9% | -4.0% | +0.4% |
| 6M | +14.5% | +7.4% | +7.1% | +10.4% |
| YTD | +13.0% | +25.1% | -12.1% | +1.7% |
| 1Y | +19.4% | +4.7% | +14.7% | +15.5% |
| 3Y | +78.9% | +94.7% | -15.8% | +29.1% |
| 5Y | +82.3% | +106.8% | -24.4% | +26.7% |
| 10Y | +314.7% | +507.7% | -192.9% | +98.2% |
| All | +314.7% | +506.4% | -191.7% | +98.2% |
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 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