+19.4%
XLK vs FAST
+38.3%
-18.9%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | +3.4% | +4.2% | -0.8% | +3.0% |
| 30D | -10.6% | +6.7% | -17.3% | -11.1% |
| 3M | -10.6% | +8.0% | -18.7% | -11.3% |
| 6M | -3.5% | +27.4% | -30.9% | -5.4% |
| YTD | +18.7% | +40.5% | -21.8% | +14.3% |
| 1Y | +19.4% | +38.4% | -18.9% | +15.5% |
| All | +19.4% | +38.3% | -18.9% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling