+95.4%
STM vs FAST
+38.4%
+56.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +16.3% | +5.0% | +11.3% | +13.8% |
| 30D | -6.3% | +8.6% | -14.8% | -9.7% |
| 3M | -14.1% | +6.9% | -21.0% | -16.7% |
| 6M | -19.6% | +29.6% | -49.2% | -30.0% |
| YTD | +80.1% | +41.4% | +38.7% | +41.6% |
| 1Y | +95.4% | +38.5% | +56.8% | +56.4% |
| All | +95.4% | +38.4% | +56.9% | +56.4% |
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