+90.1%
STM vs FAST
+36.9%
+53.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.1% |
| 7D | -7.9% | +4.8% | -12.7% | -9.8% |
| 30D | -14.1% | +8.6% | -22.7% | -17.3% |
| 3M | -17.6% | +5.7% | -23.3% | -19.6% |
| 6M | -24.2% | +25.5% | -49.7% | -32.9% |
| YTD | +73.3% | +39.6% | +33.7% | +37.5% |
| 1Y | +90.1% | +35.5% | +54.6% | +55.8% |
| All | +90.1% | +36.9% | +53.2% | +55.8% |
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