+788.7%
SPYM vs FAST
+1,630.6%
-841.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.2% | -7.6% |
| 3M | -4.1% | +4.8% | -8.9% | -5.8% |
| 6M | +0.8% | +19.8% | -19.0% | -5.8% |
| YTD | +8.8% | +34.9% | -26.1% | -3.1% |
| 1Y | +11.0% | +32.8% | -21.8% | -0.7% |
| 3Y | +75.5% | +93.7% | -18.2% | +35.1% |
| 5Y | +68.4% | +105.3% | -36.9% | +25.9% |
| 10Y | +316.1% | +595.4% | -279.3% | +102.3% |
| All | +788.7% | +1,630.6% | -841.9% | +199.6% |
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 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