+127.0%
STX vs FAST
+8.2%
+118.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.8% | +5.6% | +6.6% |
| 7D | +2.4% | -0.4% | +2.7% | +2.2% |
| 30D | +1.4% | -0.8% | +2.2% | +1.1% |
| 3M | -8.2% | +5.8% | -14.0% | -6.2% |
| 6M | +127.0% | +8.0% | +119.0% | +127.4% |
| All | +127.0% | +8.2% | +118.9% | +127.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling