+444.1%
STM vs FAST
+545.6%
-101.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.1% |
| 7D | -7.9% | +4.8% | -12.7% | -10.5% |
| 30D | -14.1% | +8.6% | -22.7% | -18.6% |
| 3M | -17.6% | +5.7% | -23.3% | -20.6% |
| 6M | -24.2% | +25.5% | -49.7% | -35.0% |
| YTD | +73.3% | +39.6% | +33.7% | +38.2% |
| 1Y | +90.1% | +35.5% | +54.6% | +54.6% |
| 3Y | +10.3% | +96.2% | -85.9% | -31.8% |
| 5Y | -5.7% | +110.2% | -115.9% | -45.0% |
| 10Y | +444.1% | +531.8% | -87.8% | +80.5% |
| All | +444.1% | +545.6% | -101.5% | +80.5% |
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 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