+1,727.7%
STM vs FAST
+14,285.3%
-12,557.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -0.6% | -11.8% | -12.1% |
| 7D | -20.1% | +0.7% | -20.8% | -20.3% |
| 30D | -32.0% | +4.6% | -36.6% | -33.6% |
| 3M | -24.2% | +6.4% | -30.5% | -26.6% |
| 6M | -29.9% | +20.6% | -50.5% | -36.6% |
| YTD | +54.9% | +34.7% | +20.2% | +32.4% |
| 1Y | +68.0% | +29.7% | +38.3% | +46.3% |
| 3Y | -0.1% | +89.9% | -90.1% | -29.1% |
| 5Y | -17.9% | +105.0% | -122.9% | -43.8% |
| 10Y | +392.2% | +594.2% | -201.9% | +86.3% |
| All | +1,727.7% | +14,285.3% | -12,557.6% | +136.1% |
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