+3.0%
SSPC vs FAST
+14.3%
-11.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.2% | -17.5% | -17.0% |
| 7D | -4.7% | +2.1% | -6.7% | -1.7% |
| 30D | +36.7% | +6.9% | +29.8% | +52.5% |
| 3M | -49.4% | +4.8% | -54.3% | -43.5% |
| All | +3.0% | +14.3% | -11.4% | +36.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling