+461.8%
STM vs FAST
+546.1%
-84.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +16.3% | +5.0% | +11.3% | +12.9% |
| 30D | -6.3% | +8.6% | -14.8% | -11.0% |
| 3M | -14.1% | +6.9% | -21.0% | -17.8% |
| 6M | -19.6% | +29.6% | -49.2% | -32.3% |
| YTD | +80.1% | +41.4% | +38.7% | +42.5% |
| 1Y | +95.4% | +38.5% | +56.8% | +56.7% |
| 3Y | +14.7% | +98.7% | -84.1% | -29.7% |
| 5Y | -5.4% | +108.0% | -113.4% | -44.4% |
| All | +461.8% | +546.1% | -84.3% | +84.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling