+455.7%
STX vs FAST
+102.7%
+353.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -0.6% | -15.7% | -16.0% |
| 7D | -33.4% | +0.7% | -34.1% | -33.6% |
| 30D | -42.1% | +4.6% | -46.7% | -43.1% |
| 3M | -44.3% | +6.4% | -50.6% | -45.7% |
| 6M | -39.4% | +20.6% | -60.0% | -44.5% |
| YTD | +70.0% | +34.7% | +35.3% | +46.1% |
| 1Y | +70.2% | +29.7% | +40.5% | +49.0% |
| 3Y | +585.2% | +89.9% | +495.2% | +362.9% |
| 5Y | +455.7% | +105.0% | +350.7% | +248.1% |
| All | +455.7% | +102.7% | +353.0% | +248.1% |
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 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