+815.1%
SPYM vs FAST
+1,714.2%
-899.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +3.3% | +5.0% | -1.7% | +1.5% |
| 30D | -2.6% | +8.6% | -11.2% | -5.5% |
| 3M | -1.7% | +6.9% | -8.6% | -4.2% |
| 6M | +3.1% | +29.6% | -26.5% | -6.3% |
| YTD | +12.0% | +41.4% | -29.4% | -1.9% |
| 1Y | +12.1% | +38.5% | -26.4% | -1.1% |
| 3Y | +78.5% | +98.7% | -20.2% | +36.3% |
| 5Y | +73.8% | +108.0% | -34.2% | +29.3% |
| 10Y | +312.5% | +549.3% | -236.8% | +104.9% |
| All | +815.1% | +1,714.2% | -899.1% | +203.4% |
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