+73.1%
SPYM vs FAST
+106.5%
-33.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +2.6% | +4.2% | -1.6% | +1.0% |
| 30D | -2.0% | +6.7% | -8.7% | -4.4% |
| 3M | -2.8% | +8.0% | -10.8% | -5.7% |
| 6M | +2.2% | +27.4% | -25.3% | -7.3% |
| YTD | +11.5% | +40.5% | -29.0% | -3.7% |
| 1Y | +13.5% | +38.4% | -24.9% | -1.4% |
| 3Y | +78.0% | +98.7% | -20.6% | +26.4% |
| All | +73.1% | +106.5% | -33.4% | +15.6% |
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