+3,635.3%
STX vs FAST
+492.5%
+3,142.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.8% | +5.6% | +6.0% |
| 7D | +2.4% | -0.4% | +2.7% | +2.5% |
| 30D | +1.4% | -0.8% | +2.2% | +1.5% |
| 3M | -8.2% | +5.8% | -14.0% | -11.4% |
| 6M | +127.0% | +8.0% | +119.0% | +116.0% |
| YTD | +209.1% | +25.6% | +183.5% | +172.2% |
| 1Y | +365.4% | +0.8% | +364.6% | +352.7% |
| 3Y | +1,135.4% | +86.1% | +1,049.3% | +764.8% |
| 5Y | +991.5% | +100.2% | +891.3% | +628.6% |
| All | +3,635.3% | +492.5% | +3,142.7% | +1,509.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling