+16,011.1%
STX vs FAST
+3,413.9%
+12,597.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.8% | +5.6% | +6.0% |
| 7D | +2.4% | -0.4% | +2.7% | +2.5% |
| 30D | +1.4% | -0.8% | +2.2% | +1.5% |
| 3M | -8.2% | +5.8% | -14.0% | -11.7% |
| 6M | +127.0% | +8.0% | +119.0% | +115.1% |
| YTD | +209.1% | +25.6% | +183.5% | +170.5% |
| 1Y | +365.4% | +0.8% | +364.6% | +350.7% |
| 3Y | +1,135.4% | +86.1% | +1,049.3% | +763.3% |
| 5Y | +991.5% | +100.2% | +891.3% | +629.7% |
| 10Y | +3,695.8% | +494.2% | +3,201.6% | +1,312.9% |
| All | +16,011.1% | +3,413.9% | +12,597.2% | +2,125.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling