+392.6%
STM vs FAST
+586.8%
-194.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.3% | +4.3% |
| 7D | -10.7% | +2.1% | -12.8% | -11.9% |
| 30D | -25.7% | +6.9% | -32.6% | -28.9% |
| 3M | -21.6% | +4.8% | -26.4% | -24.1% |
| 6M | -27.8% | +19.8% | -47.6% | -36.1% |
| YTD | +61.8% | +34.9% | +26.9% | +32.0% |
| 1Y | +78.1% | +32.8% | +45.3% | +46.8% |
| 3Y | +4.9% | +93.7% | -88.9% | -34.3% |
| 5Y | -14.3% | +105.3% | -119.6% | -48.9% |
| All | +392.6% | +586.8% | -194.2% | +82.0% |
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