+487.4%
STX vs FAST
+110.9%
+376.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.0% | +6.8% | +8.7% |
| 7D | -14.8% | +3.8% | -18.6% | -15.9% |
| 30D | -35.4% | +8.1% | -43.4% | -37.2% |
| 3M | -37.7% | +5.8% | -43.5% | -39.1% |
| 6M | -35.2% | +24.9% | -60.1% | -41.4% |
| YTD | +84.4% | +38.9% | +45.5% | +56.9% |
| 1Y | +82.3% | +36.5% | +45.8% | +56.4% |
| 3Y | +646.2% | +98.1% | +548.1% | +395.4% |
| 5Y | +487.4% | +109.3% | +378.1% | +260.6% |
| All | +487.4% | +110.9% | +376.5% | +260.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling