+596.2%
STX vs FAST
+91.5%
+504.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -0.6% | -15.7% | -16.2% |
| 7D | -33.4% | +0.7% | -34.1% | -33.5% |
| 30D | -42.1% | +4.6% | -46.7% | -42.5% |
| 3M | -44.3% | +6.4% | -50.6% | -44.9% |
| 6M | -39.4% | +20.6% | -60.0% | -42.0% |
| YTD | +70.0% | +34.7% | +35.3% | +56.0% |
| 1Y | +70.2% | +29.7% | +40.5% | +58.1% |
| All | +596.2% | +91.5% | +504.8% | +428.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling