+0.8%
FAST vs SN
+46.4%
-45.6%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | -0.4% | -9.3% | +9.0% | +1.3% |
| 30D | -0.8% | -4.8% | +4.0% | 0.0% |
| 3M | +5.8% | +40.4% | -34.7% | -0.9% |
| 6M | +8.0% | +50.9% | -43.0% | -1.0% |
| YTD | +25.6% | +54.9% | -29.3% | +14.7% |
| 1Y | +0.8% | +43.0% | -42.2% | +0.7% |
| All | +0.8% | +46.4% | -45.6% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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