+2,285.7%
STM vs FAST
+13,319.9%
-11,034.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.5% |
| 7D | +5.8% | -0.4% | +6.2% | +5.9% |
| 30D | -1.0% | -0.8% | -0.2% | -0.6% |
| 3M | -33.3% | +5.8% | -39.0% | -35.5% |
| 6M | +57.4% | +8.0% | +49.4% | +50.6% |
| YTD | +102.2% | +25.6% | +76.6% | +79.2% |
| 1Y | +99.6% | +0.8% | +98.8% | +95.9% |
| 3Y | +14.5% | +86.1% | -71.6% | -17.9% |
| 5Y | +21.4% | +100.2% | -78.8% | -15.8% |
| 10Y | +695.0% | +494.2% | +200.8% | +224.2% |
| All | +2,285.7% | +13,319.9% | -11,034.1% | +219.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling