-17.9%
STM vs FAST
+102.7%
-120.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -0.6% | -11.8% | -12.0% |
| 7D | -20.1% | +0.7% | -20.8% | -20.4% |
| 30D | -32.0% | +4.6% | -36.6% | -34.0% |
| 3M | -24.2% | +6.4% | -30.5% | -27.2% |
| 6M | -29.9% | +20.6% | -50.5% | -38.4% |
| YTD | +54.9% | +34.7% | +20.2% | +25.9% |
| 1Y | +68.0% | +29.7% | +38.3% | +40.0% |
| 3Y | -0.1% | +89.9% | -90.1% | -39.5% |
| 5Y | -17.9% | +105.0% | -122.9% | -55.4% |
| All | -17.9% | +102.7% | -120.6% | -55.4% |
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 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