+96.5%
STM vs FAST
+32.0%
+64.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.7% | -7.7% | -6.8% |
| 7D | -6.0% | +3.4% | -9.4% | -7.4% |
| 30D | -20.9% | +5.5% | -26.4% | -23.0% |
| 3M | -15.8% | +7.6% | -23.3% | -18.6% |
| 6M | -17.0% | +19.8% | -36.9% | -24.9% |
| YTD | +76.8% | +35.5% | +41.3% | +41.8% |
| 1Y | +96.5% | +31.6% | +64.9% | +62.2% |
| All | +96.5% | +32.0% | +64.5% | +62.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling