+99.6%
STM vs FAST
+2.3%
+97.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.6% |
| 7D | +5.8% | -0.4% | +6.2% | +5.9% |
| 30D | -1.0% | -0.8% | -0.2% | -0.7% |
| 3M | -33.3% | +5.8% | -39.0% | -34.5% |
| 6M | +57.4% | +8.0% | +49.4% | +51.1% |
| YTD | +102.2% | +25.6% | +76.6% | +90.6% |
| 1Y | +99.6% | +0.8% | +98.8% | +77.5% |
| All | +99.6% | +2.3% | +97.3% | +77.5% |
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