+1,883.6%
STX vs FAST
+586.8%
+1,296.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -28.5% | +2.1% | -30.6% | -29.2% |
| 30D | -42.9% | +6.9% | -49.8% | -44.6% |
| 3M | -45.9% | +4.8% | -50.7% | -47.3% |
| 6M | -41.3% | +19.8% | -61.1% | -46.6% |
| YTD | +67.9% | +34.9% | +33.0% | +43.1% |
| 1Y | +66.5% | +32.8% | +33.7% | +43.0% |
| 3Y | +588.0% | +93.7% | +494.2% | +374.6% |
| 5Y | +449.1% | +105.3% | +343.8% | +263.0% |
| All | +1,883.6% | +586.8% | +1,296.8% | +766.0% |
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