+21.0%
STM vs FAST
+100.5%
-79.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.4% |
| 7D | +5.8% | -0.4% | +6.2% | +6.0% |
| 30D | -1.0% | -0.8% | -0.2% | -0.6% |
| 3M | -33.3% | +5.8% | -39.0% | -36.0% |
| 6M | +57.4% | +8.0% | +49.4% | +48.4% |
| YTD | +102.2% | +25.6% | +76.6% | +71.9% |
| 1Y | +99.6% | +0.8% | +98.8% | +94.9% |
| 3Y | +14.5% | +86.1% | -71.6% | -30.4% |
| All | +21.0% | +100.5% | -79.6% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling