+1,365.8%
XLK vs FAST
+6,734.2%
-5,368.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +2.0% | +2.8% |
| 7D | -1.2% | +4.3% | -5.5% | -2.8% |
| 30D | -11.2% | +8.3% | -19.5% | -14.0% |
| 3M | -6.2% | +6.5% | -12.7% | -8.6% |
| 6M | -1.7% | +29.5% | -31.3% | -11.6% |
| YTD | +21.5% | +41.3% | -19.7% | +4.9% |
| 1Y | +19.6% | +37.4% | -17.8% | +4.3% |
| 3Y | +97.9% | +98.5% | -0.6% | +46.9% |
| 5Y | +118.9% | +111.1% | +7.8% | +58.1% |
| 10Y | +726.5% | +548.6% | +178.0% | +284.9% |
| All | +1,365.8% | +6,734.2% | -5,368.4% | +172.0% |
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